1 |
|
Accounting for Cross-Factor Interactions in Multifactor Portfolios without Sacrificing Diversification and Risk Control
|
Amenc, Noël; Ducoulombier, Frédéric; Esakia, Mikheil; Goltz, Felix; Sivasubramanian, Sivagaminathan
|
Institutional Investor, Inc
|
2017
|
|
|
2 |
|
Accounting for Cross-Factor Interactions in Multifactor Portfolios without Sacrificing Diversification and Risk Control
|
Amenc, Noël; Ducoulombier, Frédéric; Esakia, Mikheil; Goltz, Felix; Sivasubramanian, Sivagaminathan
|
Institutional Investor, Inc
|
2017
|
|
|