University of Liege, HEC Management School
in Total Papers Downloads
size, value, small angels, Fama and French, sequential sorting, January effects
Bootstrap, Mean-variance efficiency, Portfolio sorting, Risk-based optimization, Smart Beta, Style investing.
derivatives, Hedge Funds, market timing, non linear payoffs
Portfolio sorting; Factor performance; Factor construction methods
This page was processed by aws-apollo1 in 0.253 seconds