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Multifactor portfolio
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Multifactor portfolio construction by factor risk parity strategies: an empirical comparison of global stock markets
Shimizu, Hidehiko
;
Shiohama, Takayuki
- In:
Asia-Pacific financial markets
26
(
2019
)
4
,
pp. 453-477
Persistent link: https://www.econbiz.de/10012309815
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Constructing inverse factor volatility portfolios: a risk-based asset allocation for factor investing
Shimizu, Hidehiko
;
Shiohama, Takayuki
- In:
International review of financial analysis
68
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012300934
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