Dichtl, Hubert; Drobetz, Wolfgang; Wendt, Viktoria‐Sophie - In: European Financial Management 27 (2021) 1, pp. 20-58
Factor-based allocation embraces the idea of factors, as opposed to asset classes, as the ultimate building blocks of … factor-based allocation strategies within a multiple testing framework. Factor-based allocation is profitable beyond … diversified using factor-based allocation strategies, as demonstrated by robust economic performance over various economic …
