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 APA Style APA-ALL Style AAA 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). Factor Timing and Factor Structure: Quantitative strategies in the U.S. Equity market. In Business Economics.http://hdl.handle.net/2105/56838

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