Global Equity Country Allocation: An Application of Factor Investing
Author:
Affiliation:
1. Timotheos Angelidis is assistant professor of finance, Department of Economics, University of Peloponnese, Tripoli, Greece.
2. Nikolaos Tessaromatis is professor of finance, EDHEC Business School and EDHEC Risk Institute, Nice, France.
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance,Accounting
Link
https://www.tandfonline.com/doi/pdf/10.2469/faj.v73.n4.7
Reference31 articles.
1. Towards Smart Equity Factor Indices: Harvesting Risk Premia without Taking Unrewarded Risks
2. The Cross-Section of Volatility and Expected Returns
3. High idiosyncratic volatility and low returns: International and further U.S. evidence
4. Fact, Fiction, and Value Investing
5. Parallels Between the Cross-Sectional Predictability of Stock and Country Returns
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