Factor Investing: A Welfare- Improving New Investment Paradigm or Yet Another Marketing Fad?
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Sommaire :
1. Introduction
2. Risk Premia and the Stochastic Discount Factor in Asset Pricing Theory
3. Theoretical Analysis of Factor Investing
4. Survey of Empirical Literature
5. Empirical Analysis of Factor Investing
Conclusion
Appendices
References
Langue : Anglais
Collection : PUBLICATION EDHEC
Propriétaire : GROUPE EDHEC