Titre:
  • Good Diversification is Never Wasted: How to Tilt Factor Portfolios with Sectors
Auteur:Szafarz, Ariane; Brière, Marie
Statut de publication:Publié, 2019-05-28
series:Working Papers CEB, 19-014
Sujet CREF:Economie
Sujet JEL:Portfolio Choice; Investment Decisions
Optimization Techniques; Programming Models; Dynamic Analysis
Financial Markets and the Macroeconomy
Financial Crises
Volumes/pages:14 p.
Mots-clés:Portfolio management, asset allocation, factor, industry, sector, crisis
Langue:Anglais
Identificateurs:RePEc:sol:wpaper:2013/287753