Open AccessStyle investing and the ICAPM
Author(s) -
Michael J. Stutzer
Publication year - 2018
Publication title -
quantitative finance and economics
Language(s) - English
Resource type - Journals
ISSN - 2573-0134
DOI - 10.3934/qfe.2018.3.702
Subject(s) - style analysis , investment style , returns based style analysis , capital asset pricing model , financial economics , economics , benchmark (surveying) , investment (military) , hedge fund , style investing , set (abstract data type) , asset allocation , microeconomics , monetary economics , finance , market liquidity , passive management , fund of funds , portfolio , computer science , programming language , return on investment , law , open ended investment company , geodesy , political science , production (economics) , politics , geography