Factor allocation as reverse attribution
Year of publication: |
2021
|
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Authors: | Simonian, Joseph |
Published in: |
The journal of portfolio management : JPM. - London : IPR Journals, ISSN 2168-8656, ZDB-ID 2046318-2. - Vol. 47.2021, 5, p. 65-71
|
Subject: | Factor-based models | portfolio construction | risk management | performance measurement | Risikomanagement | Risk management | Theorie | Theory | Portfolio-Management | Portfolio selection | Performance-Messung | Performance measurement |
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