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Hassanzadeh et al. - Google Patents

SMART BETA FACTOR INVESTING

Hassanzadeh et al.

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Document ID
17526793669834098038
Author
Hassanzadeh S
Lüdtke F
Rix-Nielsen C

External Links

Snippet

This paper guides the reader through the Smart Beta “factor zoo” to unveil the notably smartest strategy based on a risk-adjusted analysis. The strategies analysed are Dividends, Earnings-Weighted, Equal-Weighted, Fundamentals, Growth, Low Volatility, Value …
Continue reading at research-api.cbs.dk (PDF) (other versions)

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