Smart Alpha: active management with unstable and latent factors (Q5014225)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Smart Alpha: active management with unstable and latent factors |
scientific article; zbMATH DE number 7436808
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Smart Alpha: active management with unstable and latent factors |
scientific article; zbMATH DE number 7436808 |
Statements
Smart Alpha: active management with unstable and latent factors (English)
0 references
1 December 2021
0 references
portfolio optimisation
0 references
factor investing
0 references
zoo of factors
0 references
sparse latent factors
0 references
time-varying factors
0 references
0 references
0 references
0.8214522
0 references
0.8030675
0 references
0.8014691
0 references
0.7958771
0 references
0.78946245
0 references
0.78677356
0 references
0.78462297
0 references
