Url : https://www.edhec.edu/fr/publications/smart-beta-and-beyond-maximising-benefits-factor-investing

Contents : Executive Summary
1. Introduction
2. A Taxonomy of Factors
3. Factor Investing and Risk Allocation Decisions: A More Efficient Structuration of the Investment Process
4. Factor Investing and Benchmarking Decisions; A More Efficient Harvesting of Risk Premia
5. Conclusions and perspectives
Technical Appendix
References
About Amundi
About EDHEC-Risk Institute
EDHEC-Risk Institute Publications and Position Papers (2015-2018)

Language : English

Series : PUBLICATION EDHEC

Material : Electronic ; Paper

Owner : Bibliothèque