Positive Portfolio Factors
We use an iterative relocation algorithm to identify factors
|Date of creation:||01 Apr 1998|
|Date of revision:||01 Apr 2008|
|Contact details of provider:|| Web page: http://icf.som.yale.edu/|
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- Josef Lakonishok & Andrei Shleifer & Robert W. Vishny, 1993.
"Contrarian Investment, Extrapolation, and Risk,"
University of Chicago - George G. Stigler Center for Study of Economy and State
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Yale School of Management Working Papers
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- Elton, Edwin J, et al, 1993. "Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios," Review of Financial Studies, Society for Financial Studies, vol. 6(1), pages 1-22.
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