Accounting for cross-factor interactions in multifactor portfolios without sacrificingdiversification and risk control
Noël Amenc, Frédéric Ducoulombier, Mikheil Esakia, Felix Goltz, and Sivagaminathan Sivasubramanian
| Year of publication: |
2017
|
|---|---|
| Authors: | Amenc, Noël ; Ducoulombier, Frédéric ; Esakia, Mikheil ; Goltz, Felix ; Sivasubramanian, Sivagaminathan |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 43.2017, 5, spec. iss., p. 99-114
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| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomanagement | Risk management | Rechnungswesen | Accounting |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011686335