• Title of article

    Portfolio optimization under asset pricing anomalies

  • Author/Authors

    Pin-Huang Chou، نويسنده , , Wen-Shen Li، نويسنده , , Guofu Zhou، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2006
  • Pages
    22
  • From page
    121
  • To page
    142
  • Keywords
    Factors , characteristics , momentum , Portfolio selection
  • Journal title
    Japan and the World Economy
  • Serial Year
    2006
  • Journal title
    Japan and the World Economy
  • Record number

    228597