Factor investing and risk management : is smart-beta diversification smart?
Year of publication: |
2021
|
---|---|
Authors: | Nazaire, Gregory ; Pacurar, Maria ; Sy, Oumar |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 41.2021, p. 1-13
|
Subject: | Betas | Characteristics | Factor investing | Risk management | Risikomanagement | Portfolio-Management | Portfolio selection | Investitionsrisiko | Investment risk | Betafaktor | Beta risk |
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