Brinson-Style Attribution over Continuous Factors.
- Published in:
- Journal of Portfolio Management, 2023, v. 49, n. 2, p. 216, doi. 10.3905/jpm.2022.1.446
- By:
- Publication type:
- Article
Works matching IS 00954918 AND DT 2023 AND VI 49 AND IP 2
Results: 14
1
2
Putting Credit Factor Investing into Practice.
- Published in:
- Journal of Portfolio Management, 2023, v. 49, n. 2, p. 188, doi. 10.3905/jpm.2022.1.436
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- Publication type:
- Article
3
Improving Equity Fund Alpha Estimates with a Second Size Factor.
- Published in:
- Journal of Portfolio Management, 2023, v. 49, n. 2, p. 175, doi. 10.3905/jpm.2022.1.435
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- Publication type:
- Article
4
A Fair Value Approach to Forecasting Value versus Growth Returns.
- Published in:
- Journal of Portfolio Management, 2023, v. 49, n. 2, p. 162, doi. 10.3905/jpm.2022.49.2.162
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- Publication type:
- Article
5
When Do and Which Fama-French Factors Explain Industry Returns?
- Published in:
- Journal of Portfolio Management, 2023, v. 49, n. 2, p. 141, doi. 10.3905/jpm.2022.1.432
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- Publication type:
- Article
6
Factor Information Decay: A Global Study.
- Published in:
- Journal of Portfolio Management, 2023, v. 49, n. 2, p. 125, doi. 10.3905/jpm.2022.1.433
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- Publication type:
- Article
7
Mitigating the Hidden Risks of Factor Investing.
- Published in:
- Journal of Portfolio Management, 2023, v. 49, n. 2, p. 111, doi. 10.3905/jpm.2022.1.454
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- Publication type:
- Article
8
The Lost Decade: Have Macro Factor Risk Premia Become Irrelevant?
- Published in:
- Journal of Portfolio Management, 2023, v. 49, n. 2, p. 95, doi. 10.3905/jpm.2022.1.439
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- Publication type:
- Article
9
Fact, Fiction, and Factor Investing.
- Published in:
- Journal of Portfolio Management, 2023, v. 49, n. 2, p. 57, doi. 10.3905/jpm.2022.1.453
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- Publication type:
- Article
10
Trends and Cycles of Style Factors in the 20th and 21st Centuries.
- Published in:
- Journal of Portfolio Management, 2023, v. 49, n. 2, p. 33, doi. 10.3905/jpm.2022.1.455
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- Publication type:
- Article
11
On Factor Purity in Investment Portfolios.
- Published in:
- Journal of Portfolio Management, 2023, v. 49, n. 2, p. 26, doi. 10.3905/jpm.2022.1.447
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- Publication type:
- Article
12
A Tour of the Factor Funhouse.
- Published in:
- Journal of Portfolio Management, 2023, v. 49, n. 2, p. 19, doi. 10.3905/jpm.2022.1.443
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- Publication type:
- Article
13
Factor Investing: The Best Is Yet to Come.
- Published in:
- Journal of Portfolio Management, 2023, v. 49, n. 2, p. 10, doi. 10.3905/jpm.2022.1.445
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- Publication type:
- Article
14
Editor's Introduction for 2023 Special Issue on Factor Investing.
- Published in:
- Journal of Portfolio Management, 2023, v. 49, n. 2, p. 1, doi. 10.3905/jpm.2022.49.2.001
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- Publication type:
- Article