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Multifactor funds: an early (bearish) assessment

Multifactor funds, which offer risk factor diversification, have several appealing characteristics. They enable investing in factors, which has become a typical way to enhance a portfolio’s long-term risk-adjusted return; they provide exposure to more than one factor, which enables diversification;...

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Detalles Bibliográficos
Autor principal: Estrada, Javier
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Palgrave Macmillan UK 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10225753/
http://dx.doi.org/10.1057/s41260-023-00314-3