Optimal portfolio allocation with long-short strategies : application to factor investing
Philippe Bertrand and Jean-Luc Prigent
| Year of publication: |
2024
|
|---|---|
| Authors: | Bertrand, Philippe ; Prigent, Jean-Luc |
| Published in: |
Finance : revue de l'Association Française de Finance. - Paris : Presses Universitaires de France, ISSN 2101-0145, ZDB-ID 2437679-6. - Vol. 45.2024, 3, p. 81-113
|
| Subject: | Portfolio allocation | Long-short strategies | Factor investing | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015173853