The economic benefits of market timing the style allocation of characteristic-based portfolios
- Author
- David Ardia, Kris Boudt (UGent) and Marjan Wauters
- 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: http://hdl.handle.net/1854/LU-8600216
- MLA
- Ardia, David, et al. “The Economic Benefits of Market Timing the Style Allocation of Characteristic-Based Portfolios.” NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, vol. 37, 2016, pp. 38–62, doi:10.1016/j.najef.2016.03.010.
- 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. https://doi.org/10.1016/j.najef.2016.03.010
- 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. https://doi.org/10.1016/j.najef.2016.03.010.
- 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. doi:10.1016/j.najef.2016.03.010.
- 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://doi.org/10.1016/j.najef.2016.03.010}},
volume = {{37}},
year = {{2016}},
}
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