Matches in SemOpenAlex for { <https://semopenalex.org/work/W2765431501> ?p ?o ?g. }
- W2765431501 abstract "Abstract: Multifactor investing popularized by the moniker “smart beta” is becoming a dominant framework in the indexing community. Several popular factors such as value, size, momentum, low beta and illiquidity are reasonably well defined and have been thoroughly explored in both academic and practitioner literature. One of the factors that attracts a lot of attention is “quality”. MSCI, FTSE, Standard and Poor’s and Deutsche Bank, among others, offer “quality” factor indices for investors to replicate, which is a good indication of “quality” factor popularity. “Quality” factor is believed to provide an independent source of return and is sought after as a diversifier along other popular factors due to its supposedly low or negative correlation with other factors such as value." @default.
- W2765431501 created "2017-11-10" @default.
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- W2765431501 date "2017-01-01" @default.
- W2765431501 modified "2023-09-25" @default.
- W2765431501 title "Investment and Profitability: A Quality Factor that Actually Works" @default.
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- W2765431501 doi "https://doi.org/10.1016/b978-1-78548-201-4.50008-8" @default.
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