Country, industry, and risk factor loadings in portfolio management - Country effects declining in importance; industry effects growing.

被引：26

作者：

L'Her, JF ^{[1
]}

Sy, O ^{[1
]}

Tnani, MY ^{[1
]}

机构：

[1] Caisse Depot & Placement Quebec, Montreal, PQ H3A 3C7, Canada

来源：

JOURNAL OF PORTFOLIO MANAGEMENT | 2002年 / 28卷 / 04期

关键词：

D O I：

10.3905/jpm.2002.319856

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：70 / 79

页数：10

共 21 条

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