Smart Alpha: active management with unstable and latent factors

C. Boucher; A. Jasinski; P. Kouontchou; S. Tokpavi

doi:10.1080/14697688.2020.1868558

Journal Articles Quantitative Finance Year : 2021

Smart Alpha: active management with unstable and latent factors

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1

C. Boucher

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A. Jasinski

Function : Author

P. Kouontchou

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S. Tokpavi

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Laboratoire d'Économie d'Orleans

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Humanities and Social Sciences Economics and Finance

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Submitted on : Tuesday, May 24, 2022-10:26:36 AM

Last modification on : Wednesday, May 25, 2022-3:34:24 AM

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hal-03676583 , version 1 (24-05-2022)

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HAL Id : hal-03676583 , version 1
DOI : 10.1080/14697688.2020.1868558

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C. Boucher, A. Jasinski, P. Kouontchou, S. Tokpavi. Smart Alpha: active management with unstable and latent factors. Quantitative Finance, 2021, 21 (6), pp.893-909. ⟨10.1080/14697688.2020.1868558⟩. ⟨hal-03676583⟩

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