Revisiting Fama–French factors' predictability with Bayesian modelling and copula‐based portfolio optimization
Date
2019-10-01
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Citation
Zhao, Y, Stasinakis, C, Sermpinis, G & Fernandes, F D S 2019, 'Revisiting Fama–French factors' predictability with Bayesian modelling and copula‐based portfolio optimization', International Journal of Finance and Economics, vol. 24, no. 4, pp. 1443-1463. https://doi.org/10.1002/ijfe.1742