Style investing and the ICAPM
Year of publication: |
2018
|
---|---|
Authors: | Stutzer, Michael J. |
Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 2.2018, 3, p. 702-716
|
Subject: | ICAPM | style investing | factor models | continuous time | Theorie | Theory | CAPM | Portfolio-Management | Portfolio selection |
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