Factor Investing and Risk Allocation: From Traditional to Alternative Risk Premia Harvesting

Journal of Alternative Investments
Summer 2017, Vol. 20, No. 1: pp. 27-42

Author(s) :

Jean-Michel Maeso

Quantitative Research Engineer

Lionel Martellini

Professor - Director of EDHEC-Risk Institute - Senior Scientific Advisor ERI Scientific Beta

Presentation :

Journal of Alternative Investments
Summer 2017, Vol. 20, No. 1: pp. 27-42

Type : Publication académique
Date : le 01/08/2017
Research Cluster : Finance

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