Factor neutral portfolios (Q747746)
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scientific article; zbMATH DE number 6495741
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Factor neutral portfolios |
scientific article; zbMATH DE number 6495741 |
Statements
Factor neutral portfolios (English)
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19 October 2015
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factor neutral portfolio
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Fama and French three-factor model
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portfolio construction
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quantile regression
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