Research and publications

Maximizing an equity portfolio excess growth rate: a new form of smart beta strategy?


Quantitative Finance, Volume 20, 2020 - Issue 7
 

Author(s) :

Jean-Michel Maeso, Lionel Martellini

Summary :


Quantitative Finance, Volume 20, 2020 - Issue 7
 

Type : Academic Publication
Date : 13/07/2020