Work

Towards Smart Equity Factor Indices: Harvesting Risk Premia without Taking Unrewarded Risks

Year: 2014

Type: article

Source: The Journal of Portfolio Management

DOI: 10.3905/jpm.2014.40.4.106

Authors: Noël Amenc, Felix Goltz, Ashish Lodh, Lionel Martellini

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2285494115

FWCI: 6.712

Cites: 54

Cited by: 30

Related to: 10