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The economic benefits of market timing the style allocation of characteristic-based portfolios

Author
Organization
Keywords
EFFICIENT PORTFOLIOS, CROSS-SECTION, STOCK-RETURNS, HETEROSKEDASTICITY, PERFORMANCE, VOLATILITY, SELECTION, Exchange traded funds, Factor models, Portfolio choice, Stock, characteristics, Style investing

Citation

Please use this url to cite or link to this publication:

MLA
Ardia, David, Kris Boudt, and Marjan Wauters. “The Economic Benefits of Market Timing the Style Allocation of Characteristic-based Portfolios.” NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE 37 (2016): 38–62. Print.
APA
Ardia, D., Boudt, K., & Wauters, M. (2016). The economic benefits of market timing the style allocation of characteristic-based portfolios. NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 37, 38–62.
Chicago author-date
Ardia, David, Kris Boudt, and Marjan Wauters. 2016. “The Economic Benefits of Market Timing the Style Allocation of Characteristic-based Portfolios.” North American Journal of Economics and Finance 37: 38–62.
Chicago author-date (all authors)
Ardia, David, Kris Boudt, and Marjan Wauters. 2016. “The Economic Benefits of Market Timing the Style Allocation of Characteristic-based Portfolios.” North American Journal of Economics and Finance 37: 38–62.
Vancouver
1.
Ardia D, Boudt K, Wauters M. The economic benefits of market timing the style allocation of characteristic-based portfolios. NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE. 2016;37:38–62.
IEEE
[1]
D. Ardia, K. Boudt, and M. Wauters, “The economic benefits of market timing the style allocation of characteristic-based portfolios,” NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, vol. 37, pp. 38–62, 2016.
@article{8600216,
  author       = {Ardia, David and Boudt, Kris and Wauters, Marjan},
  issn         = {1062-9408},
  journal      = {NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE},
  keywords     = {EFFICIENT PORTFOLIOS,CROSS-SECTION,STOCK-RETURNS,HETEROSKEDASTICITY,PERFORMANCE,VOLATILITY,SELECTION,Exchange traded funds,Factor models,Portfolio choice,Stock,characteristics,Style investing},
  language     = {eng},
  pages        = {38--62},
  title        = {The economic benefits of market timing the style allocation of characteristic-based portfolios},
  url          = {http://dx.doi.org/10.1016/j.najef.2016.03.010},
  volume       = {37},
  year         = {2016},
}

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