Eugenio Raiteri

Ersel Asset Management

Piazza Solferino 11

Torino, 10121

Italy

  • Ersel Asset Management

    • Email
    • Tel: 0115520437
    • Fax: 10121
SCHOLARLY PAPERS

1

DOWNLOADS

128

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

Actions:
Email selected abstracts
1.

Cross-Asset Style Premia Asset Allocation Process

Number of pages: 77 Posted: 10 Feb 2020 Last Revised: 12 May 2020
Eugenio Raiteri and Michele Malagoli
Ersel Asset Management and affiliation not provided to SSRN
Downloads 128 (338,447)

Abstract:

Loading...

Alternative Risk Premia, Style Premia, Carry, Value, Momentum, Trend Following, Risk Targeting, Asset Allocation, Hierarchical Clustering