Asset pricing; Factor premia; Predictability; Investment strategies; Equity framework; Factor time-series momentum; Cross-correlation.
Soebhag, A.
hdl.handle.net/2105/56838
Business Economics
Erasmus School of Economics

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