What is the relation between returns and  factors during market downturns: an  empirical analysis of factor investing  during the COVID-19 market downturn

Additional Metadata
Keywords	Factor investing, COVID-19, market downturn
Thesis Advisor	Bersem, Mario, Luo, Mancy
Persistent URL	hdl.handle.net/2105/62394
Series	Finance & Investments
Organisation	Rotterdam School of Management
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	Aritonang, Kevin. (2022). What is the relation between returns and factors during market downturns: an empirical analysis of factor investing during the COVID-19 market downturn. In Finance & Investments.http://hdl.handle.net/2105/62394

Publication