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On Factor Purity in Investment Portfolios

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Secondary
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Abstract
1. Harindra de Silva 1. is a portfolio manager and co-head of Systematic Research at Allspring Global Investments in Los Angeles, CA. (harindra.desilva{at}allspringglobal.com) To a factor investing devotee, any systematic tendency in asset returns can be quantified and explained in factor
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jpm.pm-research.com
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Published
2022/12/03
Retrieved
2022/12/04 01:10
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