Listagem FGV EAESP - Escola de Administração de Empresas de São Paulo por Assunto "Administração de risco financeiro"
Itens para a visualização no momento 1-1 of 1
-
Single vs. multi-factor strategies-improving performance through factor-tilts
2020-12-06This study compares the risk-adjusted performance of 10 single-factor (smart beta) and 75 multi-factor (advanced beta) portfolios over the period of 1992 to 2019. The emphasis is set on testing the performance changes ...


