Factor investing: A stock selection methodology for the European equity market
Author:
Publisher
Elsevier BV
Subject
Multidisciplinary
Reference54 articles.
1. Financial ratios, discriminant analysis and the prediction of corporate bankruptcy;Altman;J. Finance,1968
2. Macroeconomic risks in equity factor investing;Amenc;J. Portfolio Manag.,2019
3. Intangible capital and the value factor: has your value definition just expired?;Amenc;J. Portfolio Manag.,2020
4. Alice’s adventures in factorland: three blunders that plague factor investing;Arnott;J. Portfolio Manag.,2019
5. Value and momentum everywhere;Asness;J. Finance,2013
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