Portfolio optimization under asset pricing anomalies

Japan and the World Economy

Volumn 18, Issue 2, 2006, Pages 121-142

  Chou, Pin Huang ^a   Li, Wen Shen ^a   Zhou, Guofu ^b  

^a NATIONAL CENTRAL UNIVERSITY   (Taiwan)

^b WASHINGTON UNIVERSITY IN ST LOUIS   (United States)

Author keywords

Characteristics; Factors; Momentum; Portfolio selection

Indexed keywords

EID: 32544432973     PISSN: 09221425     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.japwor.2004.08.002     Document Type: Article

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