Factor Investing: Long-Only versus Long-Short
Author:
Publisher
Elsevier BV
Reference11 articles.
1. Factor Investing
2. Portfolio of Risk Premia: A New Approach to Diversification;J Bender;Journal of Portfolio Management,2010
3. Strategic Allocations to Premiums in the Equity Market;D C Blitz;Journal of Index Investing,2012
4. Common Risk Factors in the Returns on Stocks and Bonds;E F Fama;Journal of Financial Economics,1993
Cited by 10 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Factor investing: evidence of long-only factor portfolios from the Indian market;Macroeconomics and Finance in Emerging Market Economies;2024-09-05
2. Equity factors for multi-asset class portfolios: a strategic asset allocation perspective;Journal of Asset Management;2022-03
3. Portfolio selection with active strategies: how long only constraints shape convictions;Journal of Asset Management;2021-04-27
4. How to build a factor portfolio: Does the allocation strategy matter?;European Financial Management;2020-05-28
5. Smart-Beta Herding and Its Economic Risks: Riding the Dragon?;SSRN Electronic Journal;2018
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