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Smart Alpha: active management with unstable and latent factors

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https://hal-univ-orleans.archives-ouvertes.fr/hal-03676583
Contributor : Mélie HENAULT Connect in order to contact the contributor
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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C. Boucher, A. Jasinski, P. Kouontchou, S. Tokpavi. Smart Alpha: active management with unstable and latent factors. Quantitative Finance, Taylor & Francis (Routledge), 2021, 21 (6), pp.893-909. ⟨10.1080/14697688.2020.1868558⟩. ⟨hal-03676583⟩

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