GlobeFactor investing and detailed allocation according to different sets of factors are lively researched topics with many unanswered and open questions. Many views are often conflicting and from both radical sides — on one, that only a few factors should be necessary to explain the cross-section of mean returns, which is attractive, especially because of its simplicity; on the other, that you can...
Feb 28 2023
Time Series Variation in the Factor Zoo
| published by | Cyril Dujava |
|---|---|
| in blog | QuantPedia |
| original entry | Time Series Variation in the Factor Zoo |
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