Optimal characteristic portfolios (Q5041666): Difference between revisions

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Latest revision as of 11:26, 30 July 2024

scientific article; zbMATH DE number 7601793
Language Label Description Also known as
English
Optimal characteristic portfolios
scientific article; zbMATH DE number 7601793

    Statements

    title
    Optimal characteristic portfolios (English)
    0 references
    author
    Richard J. McGee
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    Jose Olmo
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    publication date
    14 October 2022
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    zbMATH DE Number
    7601793
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    zbMATH Keywords
    anomalies
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    portfolio sorts
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    size effect
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    value effect
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    momentum
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    OpenAlex ID
    W4285992904
    0 references
     
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