Open AccessDynamic Asset Allocation under Mispricing Predictability and Portable Alpha
Author(s) -
강형구
Publication year - 2010
Publication title -
international studies review
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.125
H-Index - 2
ISSN - 1226-8240
DOI - 10.16934/isr.11.1.201006.73
Subject(s) - predictability , alpha (finance) , asset allocation , asset (computer security) , economics , business , financial economics , computer science , computer security , mathematics , statistics , economy , portfolio , cronbach's alpha , service (business)