Multi-factor Investing in Borsa Istanbul
A five-characteristic long-only strategy for Turkish stocks earns 4.4% annual alpha against the cap-weighted index, but equal-weighted scaling erodes the advantage, suggesting gains come from breadth and risk management rather than characteristics.
Featured in No. 137 on 30 Oct 2026 · 6 days after release
- Released
- 24 Oct 2026
- First featured
- No. 137 · 30 Oct 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 2 of 5
- Identifier
- SSRN 7662780
- Authors
- Kemal Onat Dursun
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).