Lionel Martellini, Vincent Milhau: This paper examines the relative efficiency of standard forms of practical implementation of the factor investing paradigm based on commonly-used factors in the equity, fixed-income and commodity universes.
Professor of Finance at EDHEC Business School and Scientific Director of EDHEC-Risk Institute.
Deputy Scientific Director of EDHEC-Risk Institute.
|Type :||Publication EDHEC|
|Date :||le 10/09/2015|
|Extra information :||For more information, please contact EDHEC Research and Development Department [ email@example.com ]|
|Research Cluster :||Finance|