Volume 73; Issue 4

Financial Analysts Journal

Volume 73; Issue 4
1

Estimating Time-Varying Factor Exposures (Corrected October 2017)

Ang, Andrew, Madhavan, Ananth, Sobczyk, Aleksander
Journal:
Financial Analysts Journal
Year:
2017
Language:
english
File:
PDF, 1.15 MB
english, 2017
4

Systematic Investment Strategies

Giamouridis, Daniel
Journal:
Financial Analysts Journal
Year:
2017
Language:
english
File:
PDF, 703 KB
english, 2017
5

Optimal Tilts: Combining Persistent Characteristic Portfolios

Baker, Malcolm, Taliaferro, Ryan, Burnham, Terence
Journal:
Financial Analysts Journal
Year:
2017
Language:
english
File:
PDF, 1.62 MB
english, 2017
6

Time to Change Your Investment Model

Gu, Feng, Lev, Baruch
Journal:
Financial Analysts Journal
Year:
2017
Language:
english
File:
PDF, 873 KB
english, 2017