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The Limitations of Factor Investing: Impact of the Volkswagen Scandal on Concentrated versus Diversified Factor Indices.

EDHEC Publication

AMENC Noël ; SIVASUBRAMANIAN Sivagaminathan ; ULAHEL Jakub

GROUPE EDHEC;EDHEC-RISK INSTITUTE

2015

10

PUBLICATION EDHEC

INVESTMENT ; AUTOMOTIVE SECTOR ; FRAUD

Url : http://professoral.edhec.com/recherche/publications-edhec/20...

Language : English

Series : Working paper

Material : Electronic

Owner : GROUPE EDHEC