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