par Briere, Marie ;Szafarz, Ariane
Publication Publié, 2021-02-10
Travail de recherche/Working paper
Titre:
  • When it Rains, it Pours: Multifactor Asset Management in Good and Bad Times
Auteur:Briere, Marie; Szafarz, Ariane
Statut de publication:Publié, 2021-02-10
series:Working Papers CEB, 21-002
Sujet CREF:Economie
Sujet JEL:Portfolio Choice; Investment Decisions
Optimization Techniques; Programming Models; Dynamic Analysis
Financial Markets and the Macroeconomy
Financial Crises
Mots-clés:Portfolio management
asset allocation
factor
industry
sector
crisis
Langue:Anglais
Identificateurs:RePEc:sol:wpaper:2013/319463

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