Enhanced Factor Portfolio Optimization
The paper explores the use of an Enhanced Portfolio Optimization model for factor investors to optimize asset allocation, considering the recent poor performance of the value factor in the US equity market.
Featured in No. 85 on 19 Feb 2025 · 15 days after release
- Released
- 4 Feb 2025
- First featured
- No. 85 · 19 Feb 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 55
- Identifier
- SSRN 5122756
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