Cargando…
Does style investing uniformly affect correlations in small and large markets?
Empirical and theoretical research concurs to show that style investing increases return correlations within assets that are classified into the same style. The theoretical model presented in this study addresses the question of how the correlation increases due to style investing depend on market s...
Autor principal: | Galvani, Valentina |
---|---|
Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Elsevier
2020
|
Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7511747/ https://www.ncbi.nlm.nih.gov/pubmed/33005779 http://dx.doi.org/10.1016/j.heliyon.2020.e04881 |
Ejemplares similares
-
Persistence in the passion investment market()
por: Caporale, Guglielmo Maria, et al.
Publicado: (2022) -
Valuation of Investments in Hospital Accounts: A Suggestion for Securing Uniformity
por: Hooper, Alfred M.
Publicado: (1913) -
Fisher Investments on emerging markets
por: Fraser, Austin B
Publicado: (2010) -
Getting investment leverage in the markets
por: Lydon, Tom, et al.
Publicado: (2010) -
Navigating U.S. investment markets
por: Lydon, Tom
Publicado: (2010)