Towards smart equity factor indices : harvesting risk premia without taking unrewarded risks
Year of publication: |
2014
|
---|---|
Authors: | Amenc, Noël ; Goltz, Felix ; Lodh, Ashish ; Martellini, Lionel |
Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 40.2014, 4, p. 106-122
|
Subject: | Theorie | Theory | Risikoprämie | Risk premium | Risiko | Risk |
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