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Enhanced Factor Portfolio Optimization

The paper explores the use of an Enhanced Portfolio Optimization model for factor investors to optimize asset allocation, considering the recent poor performance of the value factor in the US equity market.

Featured in No. 85 on 19 Feb 2025 · 15 days after release

Released
4 Feb 2025
First featured
No. 85 · 19 Feb 2025
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
55
Identifier
SSRN 5122756

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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