Performance attribution for multifactorial equity portfolios
Year of publication: |
2021
|
---|---|
Authors: | Abergel, Frédéric ; Heckel, Thomas |
Published in: |
The journal of investment strategies. - London : Infopro Digital, ISSN 2047-1238, ZDB-ID 2889641-5. - Vol. 10.2021, 3, p. 1-35
|
Subject: | performance attribution | factor investing | portfolio construction | equities | cross-sectional approach | Portfolio-Management | Portfolio selection | Performance-Messung | Performance measurement | Kapitaleinkommen | Capital income | Portfolio-Investition | Foreign portfolio investment |
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