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Search: subject:"factor-based investing"
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factor-based investing
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Journal of investment management : JOIM
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1
Factor-based
investing
in market cycles: Fama-French five-factor model of market interest rate and market sentiment
Kuo, Yu-Shang
;
Huang, Jen-Tsung
- In:
Journal of Risk and Financial Management
15
(
2022
)
10
,
pp. 1-24
This study explores risk-reward patterns in the US stock market and establishes optimal
factor-based
investing
using …
Persistent link: https://www.econbiz.de/10014332659
Saved in:
2
Factor-based
investing
in market cycles : Fama-French five-factor model of market interest rate and market sentiment
Kuo, Yu-Shang
;
Huang, Jen-Tsung
- In:
Journal of risk and financial management : JRFM
15
(
2022
)
10
,
pp. 1-24
This study explores risk-reward patterns in the US stock market and establishes optimal
factor-based
investing
using …
Persistent link: https://www.econbiz.de/10013471228
Saved in:
3
How well do factor ETFs capture the Fama-French factors?
Apergēs, Nikolaos
;
Poufinas, Thomas
;
Panagakis, Alexandros
- In:
Journal of investment management : JOIM
20
(
2022
)
1
,
pp. 48-69
Persistent link: https://www.econbiz.de/10013173471
Saved in:
4
A supply and demand approach to equity pricing
Calvet, Laurent E.
;
Betermier, Sebastien
;
Jo, Evan
-
2019
Persistent link: https://www.econbiz.de/10012194321
Saved in:
5
Investing with style
Asness, Cliff
;
Ilmanen, Antti
;
Israel, Ronen
; …
- In:
Journal of investment management : JOIM
13
(
2015
)
1
,
pp. 27-63
Persistent link: https://www.econbiz.de/10011635183
Saved in:
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