We investigate the potential improvement in the implementation of style rotation strategies by techniques addressing estimation errors.
Vice President, Equities Quantitative Analysis - Europe,Citi Global Markets
Assistant Professor, Department of Accounting and Finance,Athens University of Economics and Business, and Research,EDHEC Risk and Asset Management Research Centre
Director, Head of Global Quantitative Research - Europe,Citi Investment Research
|Type :||Working paper|
|Date :||le 21/10/2010|
|Complément d'informations||For more information, please contact Joanne Finlay, EDHEC Research and Development Department [ firstname.lastname@example.org ] The contents of this paper do not necessarily reflect the opinions of EDHEC Business School.|
|Pôle de recherche||Finance|