Work

How Misunderstanding Factor Models Set Unreasonable Expectations for Smart Beta

Year: 2024

Type: article

Source: The Journal of Portfolio Management

DOI: 10.3905/jpm.2024.1.640

Authors: Bruce I. Jacobs, Kenneth N. Levy, Sangwoo Lee

Institution: Jacobs Levy Equity Management

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4403982686

FWCI: 0.594

Cites:

Cited by: 2

Related to: 10