Factor Timing and Factor Structure: Quantitative strategies in the U.S. Equity market

Additional Metadata
Keywords	Asset pricing; Factor premia; Predictability; Investment strategies; Equity framework; Factor time-series momentum; Cross-correlation.
Thesis Advisor	Soebhag, A.
Persistent URL	hdl.handle.net/2105/56838
Series	Business Economics
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Soriani, C. (2021, March 5). Factor Timing and Factor Structure: Quantitative strategies in the U.S. Equity market. Business Economics. Retrieved from http://hdl.handle.net/2105/56838

Publication