Outperforming Equal Weighting
The article suggests that an equally-weighted stock portfolio can be improved by avoiding negative exposure to certain factor anomalies, while keeping the portfolio construction process simple.
Featured in No. 30 on 20 Dec 2023 · 1 day after release · 1 citation today
- Released
- 19 Dec 2023
- First featured
- No. 30 · 20 Dec 2023
- Citations (Semantic Scholar)
- 1
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 6
- Identifier
- SSRN 4669267
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).