Factor Models

Guofu Zhou; Frank J. Fabozzi

doi:10.1002/9781118267028.ch5

Factor Models

Guofu Zhou
, Frank J. Fabozzi

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

Original language	English
Title of host publication	The Theory and Practice of Investment Management
Subtitle of host publication	Asset Allocation, Valuation, Portfolio Construction, and Strategies, Second Edition
Publisher	John Wiley and Sons
Pages	103-124
Number of pages	22
ISBN (Print)	9780470929902
DOIs	https://doi.org/10.1002/9781118267028.ch5
State	Published - Nov 29 2011

Keywords

Arbitrage pricing theory
Asset classes
Asset returns
Investment management
Mean-variance analysis

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10.1002/9781118267028.ch5

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title = "Factor Models",

keywords = "Arbitrage pricing theory, Asset classes, Asset returns, Investment management, Mean-variance analysis",

author = "Guofu Zhou and Fabozzi, \{Frank J.\}",

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month = nov,

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doi = "10.1002/9781118267028.ch5",

language = "English",

isbn = "9780470929902",

pages = "103--124",

booktitle = "The Theory and Practice of Investment Management",

publisher = "John Wiley and Sons",

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T1 - Factor Models

AU - Zhou, Guofu

AU - Fabozzi, Frank J.

PY - 2011/11/29

Y1 - 2011/11/29

KW - Arbitrage pricing theory

KW - Asset classes

KW - Asset returns

KW - Investment management

KW - Mean-variance analysis

UR - https://www.scopus.com/pages/publications/84886833824

U2 - 10.1002/9781118267028.ch5

DO - 10.1002/9781118267028.ch5

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SN - 9780470929902

SP - 103

EP - 124

BT - The Theory and Practice of Investment Management

PB - John Wiley and Sons

ER -

Factor Models

Keywords

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