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Historische versus fundamentale Betafaktoren : theoretische Grundlagen und empirische Ermittlungsverfahren
Becker, Thomas, (2000)
Forecasting Factor and Smart Beta Returns (Hint : History Is Worse than Useless)
Arnott, Robert D., (2017)
Forecasting time-varying daily betas : a new nonlinear approach
Messis, Petros, (2016)
Can ESG add alpha? : an analysis of ESG tilt and momentum strategies
Nagy, Zoltán, (2016)
Performance of earnings yield and momentum factors in US and international equity markets
Menchero, Jose, (2017)
Factor investing and ESG integration
Melas, Dimitris, (2017)