Optimal characteristic portfolios (Q5041666)
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scientific article; zbMATH DE number 7601793
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal characteristic portfolios |
scientific article; zbMATH DE number 7601793 |
Statements
Optimal characteristic portfolios (English)
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14 October 2022
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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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