How to Build a Factor Portfolio: Does the Allocation...

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European Financial Management 2020 / 04

How to Build a Factor Portfolio: Does the Allocation Strategy Matter?

Dichtl, Hubert, Drobetz, Wolfgang, Wendt, Viktoria‐Sophie
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Journal:
European Financial Management
DOI:
10.1111/eufm.12264
Date:
April, 2020
File:
PDF, 1.04 MB
2020
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