Does neutralizing style factors help or hurt?
Year of publication: |
2021
|
---|---|
Authors: | Scruggs, John T. |
Published in: |
The journal of investing : JOI. - New York, NY : Institutional Investor, ISSN 2168-8613, ZDB-ID 2048709-5. - Vol. 30.2021, 5, p. 71-94
|
Subject: | Factor-based models | global markets | portfolio construction | performance measurement | Theorie | Theory | Portfolio-Management | Portfolio selection | Performance-Messung | Performance measurement |
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