Peering under the hood of rules-based portfolio construction : the impact of security selection and weighting decisions
Year of publication: |
2017
|
---|---|
Authors: | Bender, Jennifer ; Sun, Xiaole ; Wang, Taie |
Published in: |
Factor investing : from traditional to alternative risk premia. - London, UK : ISTE Press, ISBN 978-1-78548-201-4. - 2017, p. 47-71
|
Subject: | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance |
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