
Factor Timing Revisited: Alternative Risk Premia Allocation Based on Nowcasting and Valuation Signals
Blin, Olivier, Ielpo, Florian, Lee, Joan, Teiletche, JeromeAnnée:
2018
Langue:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.3247010
Fichier:
PDF, 675 KB
english, 2018