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: | EDHEC Publication |
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Date: | le 10/09/2015 |
Extra information : | For more information, please contact EDHEC Research and Development Department [ [email protected] ] |
Research Cluster : | Finance |