What financial conditions affect dynamic equity risk factor allocation?
Year of publication: |
2022
|
---|---|
Authors: | Backhaus, Achim ; Zhakanova, Aliya ; Bausch, Matthias |
Published in: |
Economies. - Basel : MDPI, ISSN 2227-7099. - Vol. 10.2022, 2, p. 1-21
|
Publisher: |
Basel : MDPI |
Subject: | dynamic factor allocation | portfolio construction | risk premia |
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