Equity factor investing calls risk techniques into question

Investors, surveyed by EDHEC- Risk Institute and ERI Scientific Beta, have revealed that there is a contradiction between score-based factor design choices and the statistical beta-based risk analy ...

Cited As:

Oksana Patron

Money Management

Investors, surveyed by EDHEC- Risk Institute and ERI Scientific Beta, have revealed that there is a contradiction between score-based factor design choices and the statistical beta-based risk analysis.

Type: Press article
Date: le 23/01/2018
Research Cluster : Finance
Source : Money Management

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