Accounting for Cross-Factor Interactions in Multifactor Portfolios without Sacrificing Diversification and Risk Control.

< Back to ILB Patrimony
Authors
  • AMENC Noel
  • DUCOULOMBIER Frederic
  • ESAKIA Mikheil
  • GOLTZ Felix
  • SIVASUBRAMANIAN Sivagaminathan
Publication date
2017
Publication type
Journal Article
Summary No summary available.
Publisher
Pageant Media US
See the publication
Topics of the publication
  • ...
    • No themes identified
Themes detected by scanR from retrieved publications. For more information, see https://scanr.enseignementsup-recherche.gouv.fr