Lakshmi Ranganathan

Lancaster University

Lancaster, Lancaster LA14YX

United Kingdom

Invesco

An der Welle 5

Frankfurt am Main, 60322

Germany

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Navigating the Factor Zoo Around the World: An Institutional Investor Perspective

Number of pages: 62 Posted: 01 Jun 2020 Last Revised: 17 Mar 2021
Söhnke M. Bartram, Harald Lohre, Peter F. Pope and Lakshmi Ranganathan
University of Warwick, Robeco Quantitative Investments, Bocconi University and Lancaster University
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Abstract:

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Asset pricing, mispricing, risk factor, institutional investor, transaction costs, limits to arbitrage, market efficiency, anomaly