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Optimal Timing and Tilting of Equity Factors · Study

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ArticleOptimal Timing and Tilting of Equity Factors

Hubert Dichtl2018

OA

Articlegreen2018

Optimal Timing and Tilting of Equity Factors

Hubert Dichtl · Wolfgang Drobetz · Harald Lohre · Patrick Vosskamp

46 citations·0/0 files stored·Financial Analysts Journal

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Stock Market Forecasting Methods

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References

1992The Cross-Section of Expected Stock Returns 1952PORTFOLIO SELECTION*1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 1985Does the Stock Market Overreact?1981The relationship between return and market value of common stocks 1952Portfolio Selection 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors

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Year2018

Typearticle

Published2018-01-01

VenueFinancial Analysts Journal

ISSN-L0015-198X

Languageen

Citations46

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1080/0015198x.2019.1645478

openalex_workW2920879080

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