Factor investing in Brazil : diversifying across factor tilts and allocation strategies
Alexandre Alles Rodrigues, Fabrizio Casalin
| Year of publication: |
2022
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|---|---|
| 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
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| 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 | Kapitaleinkommen | Capital income | Portfolio-Investition | Foreign portfolio investment | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ememar.2022.100906 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013419037