Constructing long-only multifactor strategies : portfolio blending vs. signal blending
Year of publication: |
2018
|
---|---|
Authors: | Ghayur, Khalid ; Heaney, Ronan ; Platt, Stephen |
Published in: |
Financial analysts' journal : FAJ. - Philadelphia, PA : Taylor & Francis Group, ISSN 0015-198X, ZDB-ID 219409-0. - Vol. 74.2018, 3, p. 70-85
|
Subject: | Portfolio-Management | Portfolio selection | Signalling |
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