Travail de recherche/Working paper
Titre:
  • Factor Investing: The Rocky Road from Long-Only to Long-Short
Auteur:Briere, Marie; Szafarz, Ariane
Statut de publication:Publié, 2017-04-13
series:Working Papers CEB, 17-013
Sujet CREF:Economie
Sujet JEL:Portfolio Choice; Investment Decisions
Financial Economics: General
Intertemporal Firm Choice and Growth, Investment, or Financing
Volumes/pages:30 p.
Mots-clés:Investment
asset allocation
factor investing
long-only
long-short
130-30
Langue:Anglais
Identificateurs:RePEc:sol:wpaper:2013/249918