A Framework For Analysing Investable Risk Premia Strategies
The focus of this study is to map, classify and analyse how different risk premia strategies that are fully implementable, perform and are affected by different economic environments. The results are of interest for practitioners who currently invest in or are thinking about investing in risk premia...
| Main Authors: | , |
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| Format: | Others |
| Language: | English |
| Published: |
KTH, Industriell ekonomi och organisation (Inst.)
2014
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| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-147547 |