Mitigating the hidden risks of factor investing
Year of publication: |
2023
|
---|---|
Authors: | Arnott, Robert D. ; Kalesnik, Vitali ; Wu, Lillian |
Published in: |
The journal of portfolio management : JPM. - London : IPR Journals, ISSN 2168-8656, ZDB-ID 2046318-2. - Vol. 49.2023, 2, p. 111-124
|
Subject: | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection |
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