Exploring new frontiers in indexing strategies: an optimization-based risk-efficient solution
Author:
Publisher
Springer Science and Business Media LLC
Subject
Strategy and Management,Safety, Risk, Reliability and Quality
Link
https://link.springer.com/content/pdf/10.1007/s13198-021-01138-3.pdf
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3. Amenc N, Ducoulombier F, Goltz F, Lodh A, Sivasubramanian S (2016) Diversified or concentrated factor tilts? J Portfolio Manag 42(2):64–76. https://doi.org/10.3905/jpm.2016.42.2.064
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