Christian Lopez

Banque CPR

75312 Paris Cedex 09

France

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Understanding the Performance of the Equity Value Factor

Number of pages: 29 Posted: 06 Apr 2021
Lauren Stagnol, Christian Lopez, Thierry Roncalli and Bruno Taillardat
Amundi Institute, Banque CPR, Amundi Asset Management and Amundi Asset Management
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Abstract:

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Value, risk factor, risk premium, factor investing, valuation, deep value, inflation, interest rates, ESG, carbon risk