Sergey Protchenko

IQS

Senior Quantitative Research Analyst

Atlanta, GA 30309

United States

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Scholarly Papers (1)

1.

Investing in a Multi-Asset Multi-Factor World

Risk & Reward, 2017, 3rd issue, pp. 4-11
Number of pages: 10 Posted: 12 Oct 2017
Alexandar Cherkezov, Harald Lohre, Sergey Protchenko and Jay H Raol
Invesco, Invesco, IQS and Invesco
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Abstract:

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Style factors, factor investing, maximum diversification, risk parity