A practitioner's view of the long-term and recent performance of multifactor investment strategies
Year of publication: |
2021
|
---|---|
Authors: | Liu, Ding |
Published in: |
The journal of investment strategies. - London : Infopro Digital, ISSN 2047-1238, ZDB-ID 2889641-5. - Vol. 10.2021, 3, p. 37-64
|
Subject: | actor investing | multifactor investment strategies | factor portfolios with constraints | factor-tilted benchmark (FTB) | recent factor performance | Portfolio-Management | Portfolio selection | Benchmarking | Kapitaleinkommen | Capital income | Kapitalanlage | Financial investment | Performance-Messung | Performance measurement |
-
Walkshäusl, Christian, (2021)
-
The Forestry Investment Total Return (FITR) Index
Fitzgerald, Colm, (2021)
-
The performance evaluation of the value investing strategy in Taiwan
Tsung-Yu, Hsieh, (2015)
- More ...
-
Bounding the joint distribution of disability and employment with misclassification
Liu, Ding, (2021)
-
Bounding the Joint Distribution of Disability and Employment with Contaminated Data
Liu, Ding, (2020)
-
Local Labor Market Effects of the 2002 Bush Steel Tariffs
Lake, James, (2022)
- More ...