Joan Lee

Unigestion

8c, avenue de Champel CP 387

CP 387

Genève 12, CH 1211

Switzerland

SCHOLARLY PAPERS

1

DOWNLOADS

584

CITATIONS

1

Scholarly Papers (1)

1.

Factor Timing Revisited: Alternative Risk Premia Allocation Based on Nowcasting and Valuation Signals

Number of pages: 27 Posted: 28 Sep 2018 Last Revised: 16 Nov 2018
Unigestion SA, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Unigestion and Unigestion
Downloads 584 (45,179)
Citation 2

Abstract:

Loading...

Alternative Risk Premia, Carry, Trend-Following, Momentum, Equity Factors, Risk-Based Investing, Macro Regimes, Asset Allocation