Accounting for Cross-Factor Interactions in Multifactor Portfolios without Sacrificing Diversification and Risk Control
The Journal of Portfolio Management, Vol. 43 N° 5 pp. 99 - 114, Special QES Issue 2017
Author(s):
CEO ERI Scientific Beta
ERI Scientific Beta
ERI Scientific Beta
ERI Scientific Beta
ERI Scientific Beta
The Journal of Portfolio Management, Vol. 43 N° 5 pp. 99 - 114, Special QES Issue 2017
| Type: | Academic publication |
|---|---|
| Date: | le 15/03/2017 |
| Research Cluster : | Finance |
| Source : | The Journal of Portfolio Management |
See Also
About EDHEC
Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the top 15 European business schools. Fully international and directly connected to the business world, EDHEC is a school for business, rather than a business school, where excellence in teaching and research focuses on innovation to stimulate entrepreneurship and creativity. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching philosophy, inspired by its award-winning research activities, focuses on “learning by doing”.
