Factor Alignment Problems and Quantitative Portfolio Management
Abstract
Quantitative equity portfolio management has evolved into an interdisciplinary activity that draws expertise from the fields of finance, statistics, econometrics, accounting, and optimization. Each one of these streams is a mature discipline in itself, having its own body of knowledge, and operates under assumptions that are usually well accepted within the respective communities. But when concepts from these diverse fields are applied in a...
Paper Details
Title
Factor Alignment Problems and Quantitative Portfolio Management
Published Date
Jan 31, 2012
Volume
38
Issue
2
Pages
29 - 43
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