This paper is devoted to the question of optimal portfolio construction for equity factor investing. The authors discuss the question of multifactor portfolio construction and show that the simplistic approaches often used by practitioners tend to be…
- Sign in
- My account
You are currently accessing Risk.net via your Enterprise account.
If you already have an account please use the link below to sign in.
If you have any problems with your access or would like to request an individual access account please contact our customer service team.
Phone: 1+44 (0)870 240 8859
Email: [email protected]