|
|||||
|
|
Investing in Systematic Factor Premiums |
|
| Authors: | Kees G. Koedijk Alfred M.H. Slager Philip A. Stork |
| Affiliation: | 1. TIAS School for Business and Society, Tilburg University P.O. Box 90153, 5000 LE Tilburg, The Netherlands;2. and CEPR;3. TIAS School for Business and Society, 5000 LE Tilburg, The Netherlands;4. VU University Amsterdam Faculty of Economics and Business Administration, 1081 HV Amsterdam, The Netherlands;5. and Tinbergen Institute Amsterdam |
| Abstract: | |
| Keywords: | portfolio management factor investing diversification optimisation |