Herding in Smart-Beta Investment Products

dc.contributor.author	Krkoska, Eduard
dc.contributor.author	Schenk-Hoppe, Klaus Reiner
dc.date.accessioned	2020-01-27T09:44:32Z
dc.date.available	2020-01-27T09:44:32Z
dc.date.created	2020-01-22T14:35:10Z
dc.date.issued	2019
dc.identifier.issn	1911-8066
dc.identifier.uri	http://hdl.handle.net/11250/2637994
dc.description.abstract	We highlight herding of investors as one major risk factor that is typically ignored in statistical approaches to portfolio modelling and risk management. Our survey focuses on smart-beta investing where such methods and investor herding seem particularly relevant but its negative effects have not yet come to the fore. We point out promising and novel approaches of modelling herding risk which merit empirical analysis. This financial economists’ perspective supplements the vast statistical exploration of implementing factor strategies	nb_NO
dc.language.iso	eng	nb_NO
dc.rights	Navngivelse 4.0 Internasjonal	*
dc.rights.uri	http://creativecommons.org/licenses/by/4.0/deed.no	*
dc.subject	herding	nb_NO
dc.subject	factor investing	nb_NO
dc.subject	risk	nb_NO
dc.title	Herding in Smart-Beta Investment Products	nb_NO
dc.type	Journal article	nb_NO
dc.type	Peer reviewed	nb_NO
dc.description.version	publishedVersion	nb_NO
dc.source.volume	12	nb_NO
dc.source.journal	Journal of Risk and Financial Management	nb_NO
dc.identifier.doi	10.3390/jrfm12010047
dc.identifier.cristin	1780196
cristin.unitcode	191,15,0,0
cristin.unitname	Institutt for finans
cristin.ispublished	true
cristin.fulltext	original
cristin.qualitycode	1

Med mindre annet er angitt, så er denne innførselen lisensiert som Navngivelse 4.0 Internasjonal