Multi-asset class factor premia : a strategic asset allocation perspective
Year of publication: |
2022
|
---|---|
Authors: | Cavaglia, Stefano ; Scott, Louis ; Blay, Kenneth ; Hixon, Scott |
Published in: |
The journal of portfolio management : JPM. - London : IPR Journals, ISSN 2168-8656, ZDB-ID 2046318-2. - Vol. 48.2022, 4, p. 14-32
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Finanzmarkt | Financial market | Risikoprämie | Risk premium |
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