How to build a factor portfolio: Does the allocation strategy matter?-Reference-Cited by-同舟云学术

How to build a factor portfolio: Does the allocation strategy matter?

Published:2020-05-28 Issue:1 Volume:27 Page:20-58
ISSN:1354-7798
Container-title:European Financial Management
language:en
Short-container-title:Eur Financ Manag

Author:

Dichtl Hubert¹,Drobetz Wolfgang¹,Wendt Viktoria‐Sophie²

Affiliation:

1. Faculty of Business University of Hamburg Hamburg Germany

2. BlackRock Investment Management Limited London UK

Publisher

Wiley

Subject

General Economics, Econometrics and Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/eufm.12264

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