Factor investing and asset allocation strategies: a comparison of factor versus sector optimization
Crossref DOI link: https://doi.org/10.1057/s41260-021-00225-1
Published Online: 2021-05-29
Published Print: 2021-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bessler, Wolfgang
Taushanov, Georgi
Wolff, Dominik
Funding for this research was provided by:
Universität Hamburg
Text and Data Mining valid from 2021-05-29
Version of Record valid from 2021-05-29
Article History
Revised: 6 May 2021
Accepted: 7 May 2021
First Online: 29 May 2021