The Limitations of Factor Investing: Impact of the Volkswagen Scandal on Concentrated versus Diversified Factor Indices.
AMENC Noël ; SIVASUBRAMANIAN Sivagaminathan ; ULAHEL Jakub
GROUPE EDHEC;EDHEC-RISK INSTITUTE
2015
10
PUBLICATION EDHEC
Url : http://professoral.edhec.com/recherche/publications-edhec/20...
Language : English
Series : Working paper
Material : Electronic
Owner : GROUPE EDHEC