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"Factor neutral portfolios."

Cristiano Arbex Valle, Nigel Meade, John E. Beasley (2015)

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DOI: 10.1007/S00291-015-0392-0

access: closed

type: Journal Article

metadata version: 2020-03-06

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  dblp key:
  - journals/ors/ValleMB15
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  - https://dblp.org/rec/journals/ors/ValleMB15
Cristiano Arbex Valle, Nigel Meade, John E. Beasley:
Factor neutral portfolios. OR Spectr. 37(4): 843-867 (2015)

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