Maximizing an equity portfolio excess growth rate: a new form of smart beta strategy?

Quantitative Finance, Volume 20, 2020 - Issue 7

Author(s):

Jean-Michel Maeso

EDHEC-Risk Institute

Lionel Martellini

EDHEC-Risk Institute

Quantitative Finance, Volume 20, 2020 - Issue 7

Type: Academic publication
Date: le 07/04/2020
Research Cluster : Finance
Source : Quantitative Finance

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