Pim Lausberg

APG Asset Management

Senior Investment Strategist

Gustav Mahlerplein 3

Amsterdam, 1082 MS

Netherlands

Vrije Universiteit Amsterdam, School of Business and Economics

De Boelelaan 1105

Amsterdam, 1081 HV

Netherlands

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Factor-Based Investing

Forthcoming in Journal of Investing (revised version)
Posted: 08 Mar 2016 Last Revised: 10 May 2019
Pim Lausberg, Alfred Slager and Philip A. Stork
APG Asset Management, Tilburg University - TIAS School for Business and Society and Vrije Universiteit Amsterdam, School of Business and Economics

Abstract:

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Factor Investing, European Data, Optimization, Timing