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An examination of linear factor models in country equity asset allocation strategies

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  • Fletcher, Jonathan
  • Hillier, Joe

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  • Fletcher, Jonathan & Hillier, Joe, 2005. "An examination of linear factor models in country equity asset allocation strategies," The Quarterly Review of Economics and Finance, Elsevier, vol. 45(4-5), pages 808-823, September.
    • Handle: RePEc:eee:quaeco:v:45:y:2005:i:4-5:p:808-823
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    3. M. Deetz & T. Poddig & I. Sidorovitch & A. Varmaz, 2009. "An evaluation of conditional multi-factor models in active asset allocation strategies: an empirical study for the German stock market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 23(3), pages 285-313, September.

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