Revisiting Fama–French factors' predictability with Bayesian modelling and copula‐based portfolio optimization

Yang Zhao, Charalampos Stasinakis^* (Corresponding Author), Georgios Sermpinis, Filipa Da Silva Fernandes

^*Corresponding author for this work

Accountancy & Finance, Finance

Research output: Contribution to journal › Article › peer-review

4 Citations (Scopus)

8 Downloads (Pure)

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Filipa Alexandra da Silva Fernandes
- Business School, Accountancy & Finance, Finance - Senior Lecturer
Person: Academic