Factor investing in Brazil : diversifying across factor tilts and allocation strategies
Year of publication: |
2022
|
---|---|
Authors: | Alles Rodrigues, Alexandre ; Casalin, Fabrizio |
Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 52.2022, p. 1-18
|
Subject: | Double-layered diversification | Emerging equity market | Factor diversification | Factor Investing | Model diversification | Strategy-specific risks | Diversifikation | Diversification | Portfolio-Management | Portfolio selection | Brasilien | Brazil | Aktienmarkt | Stock market | Kapitalanlage | Financial investment | CAPM | Schwellenländer | Emerging economies |
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