Creating factor clusters in the alternative Undertakings for Collective Investment in Transferable Securities (UCITS) universe
Year of publication: |
2022
|
---|---|
Authors: | Trecourt, Pierre ; Peres, Florian ; Singh, Sameer |
Published in: |
The journal of investment strategies. - London : Infopro Digital, ISSN 2047-1238, ZDB-ID 2889641-5. - Vol. 11.2022, 2, p. 11-46
|
Subject: | alternative UCITS funds | Premialab Pure Factors | factor investing | alpha monitoring | clustering | risk management | Investmentfonds | Investment Fund | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | EU-Staaten | EU countries | Regionales Cluster | Regional cluster | Kapitalanlage | Financial investment |
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