Quantitative Portfolio Selection Based on Fama-French 3-Factor Model: An Empirical Research

التفاصيل البيبلوغرافية
العنوان: Quantitative Portfolio Selection Based on Fama-French 3-Factor Model: An Empirical Research
المؤلفون: Guowei Chen, Yang Jing, Tingjia Zhang
المصدر: Proceedings of the International Conference on Financial Innovation, FinTech and Information Technology, FFIT 2022, October 28-30, 2022, Shenzhen, China.
بيانات النشر: EAI, 2023.
سنة النشر: 2023
DOI: 10.4108/eai.28-10-2022.2328427
URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::899f73b04f667fa212ed580a285aec4e
https://doi.org/10.4108/eai.28-10-2022.2328427
رقم الانضمام: edsair.doi...........899f73b04f667fa212ed580a285aec4e
قاعدة البيانات: OpenAIRE
الوصف
DOI:10.4108/eai.28-10-2022.2328427