Liquid Factor Models
The author recommends using liquid instruments in factor models, arguing that they are more transparent, tradeable, and can surpass other factors while lowering hedging expenses.
Featured in No. 49 on 15 May 2024 · 6 days after release · 0 citations today
- Released
- 9 May 2024
- First featured
- No. 49 · 15 May 2024
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- SSRN 4825468
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