Factor investing: alpha concentration versus diversification
Crossref DOI link: https://doi.org/10.1057/s41260-021-00226-0
Published Online: 2021-06-02
Published Print: 2021-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Heinrich, Lars
Shivarova, Antoniya
Zurek, Martin http://orcid.org/0000-0002-7158-7844
Funding for this research was provided by:
Europa-Universität Viadrina Frankfurt (Oder)
Text and Data Mining valid from 2021-06-02
Version of Record valid from 2021-06-02
Article History
Revised: 16 May 2021
Accepted: 17 May 2021
First Online: 2 June 2021