Factor Investing || Factor Investing: The Rocky Road from Long-Only to Long-Short * *The authors are grateful to Sohnke Bartram, Nicolas Fragneau, Emmanuel Jurczenko, Bruce Phelps, Simon Polbennikov, Thierry Roncalli, Bruno Taillardat, Paolo Sodini and Mihail Velikov for suggestions and discussions.
Brière, MarieYear:
2017
Language:
english
DOI:
10.1016/B978-1-78548-201-4.50002-7
File:
PDF, 611 KB
english, 2017