Timotheos Angelidis, Nikolaos Tessaromatis: Factor portfolios created by dynamically weighting country indices generated significant global market adjusted returns over the last 30 years.
Assistant Professor of FinanceDepartment of Economics, University of Peloponnese
Professor of FinanceEDHEC Business School and EDHEC-Risk Institute
|Type :||Working paper|
|Date :||le 07/04/2014|
|Extra information :||For more information, please contact EDHEC Research and Development Department [ email@example.com ]|
|Research Cluster :||Finance|