Michele Malagoli

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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
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Abstract:

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