Hotze, Sebastian; Hachenberg, Britta; Schiereck, Dirk - In: Credit and Capital Markets – Kredit und Kapital 57 (2024) 1/4, pp. 107-156
state of the art of factor timing in asset management and presents the main approaches discussed in the finance literature … as well as empirical evidence on the performance of factor timing investment strategies. It becomes obvious that factor … on the economic benefits are conflicting. On the one hand, factor timing has the potential to generate economic wealth …
