Portfolio Advice for a Multifactor World
收藏NBER1999-06-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w7170
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资源简介：
Asset returns, it turns out, do not follow the Capital Asset Pricing Model, and are somewhat predictable over time. I survey and interpret the large body of recent work that adapts traditional portfolio theory to answer, what should an investor do about these new facts in finance? I survey the
提供机构：
美国国家经济研究局
创建时间：
1999-06-01
