Good diversification is never wasted : how to tilt factor portfolios with sectors
Year of publication: |
[2019]
|
---|---|
Authors: | Brière, Marie ; Szafarz, Ariane |
Publisher: |
Brussels, Belgium : Université Libre de Bruxelles - Solvay Brussels School of Economics and Management, Centre Emile Bernheim |
Subject: | Portfolio management | asset allocation | factor, industry | sector | crisis | Portfolio-Management | Portfolio selection | Diversifikation | Diversification |
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