Towards Smart Equity Factor Indices: Harvesting Risk Premia without Taking Unrewarded Risks
Amenc, Noël, Goltz, Felix, Lodh, Ashish, Martellini, LionelVolume:
40
Langue:
english
Journal:
The Journal of Portfolio Management
DOI:
10.3905/jpm.2014.40.4.106
Date:
July, 2014
Fichier:
PDF, 1.49 MB
english, 2014