Journalartikel - Wissenschaftlicher Artikel | 2024 | Peer reviewed

Factor Timing in Asset Management : (A Literature Review)

Autor*innen

Hotze, Sebastian ; Hachenberg, Britta ; Schiereck, Dirk

Zeitschrift

Credit and capital markets

DOI

10.3790/ccm.2024.1454601

URL

https://elibrary.duncker-humblot.com/article/75024/factor-timing-in-asset-management-a-literature-review

Weitere Details

Sprache

englisch

Darstellungsform

Text

Band

Ausgabe

1-4

Seitenbereich

107 - 156

Schlüsselwörter

G11 , G17 , G23 , G24 , asset management , factor investing , factor timing , quantitative investing , smart beta

Zitierstile

Hotze, S., Hachenberg, B., & Schiereck, D. (2024). Factor Timing in Asset Management. Credit and Capital Markets, 57(1–4), 107–156. doi:10.3790/ccm.2024.1454601

In die Zwischenablage kopieren

Hotze, S., Hachenberg, B. and Schiereck, D., 2024. Factor Timing in Asset Management. Credit and capital markets, [online] 57(1–4), pp.107–156. Available at: <https://elibrary.duncker-humblot.com/article/75024/factor-timing-in-asset-management-a-literature-review>.

In die Zwischenablage kopieren

Hotze, Sebastian, Hachenberg, Britta & Schiereck, Dirk 2024. Factor Timing in Asset Management. Credit and capital markets 57, 1–4, 107–156. https://elibrary.duncker-humblot.com/article/75024/factor-timing-in-asset-management-a-literature-review.

In die Zwischenablage kopieren

Download
RDF/XML-Format
JSON-LD-Format
Turtle-Format
N3-Format

Zitierstile

Hotze, S., Hachenberg, B., & Schiereck, D. (2024). Factor Timing in Asset Management. Credit and Capital Markets, 57(1–4), 107–156. doi:10.3790/ccm.2024.1454601

In die Zwischenablage kopieren

Download
RDF/XML-Format
JSON-LD-Format
Turtle-Format
N3-Format

American Psychological Association 6th edition (DOI)

Anglia Ruskin University - Harvard

Gesellschaft für Bildung und Forschung in Europa - Harvard