Matches in SemOpenAlex for { <https://semopenalex.org/work/W2950675248> ?p ?o ?g. }
Showing items 1 to 62 of
62
with 100 items per page.
- W2950675248 abstract "Rules-based factor portfolios combining multiple factors have become increasingly popular in recent years. One often-asked question concerning portfolio construction is whether combining individual factor portfolios is equivalent to building a bottom-up multi-factor portfolio. The latter has theoretical merit since each security’s weight in the portfolio will depend on how well it ranks on multiple factors simultaneously. The former approach may miss cross-sectional interaction effects between how factors express themselves at the security level. The authors analyze the magnitude of these effects here and find that these interaction effects can in fact have a significant impact on portfolio performance. Both intuition and empirical evidence favor bottom-up multi-factor portfolio construction." @default.
- W2950675248 created "2019-06-27" @default.
- W2950675248 creator A5011855422 @default.
- W2950675248 creator A5078018397 @default.
- W2950675248 date "2016-01-01" @default.
- W2950675248 modified "2023-09-26" @default.
- W2950675248 title "Can the Whole Be More Than the Sum of the Parts? Bottom-Up Versus Top-Down MultiFactor Portfolio Construction" @default.
- W2950675248 doi "https://doi.org/10.2139/ssrn.3080357" @default.
- W2950675248 hasPublicationYear "2016" @default.
- W2950675248 type Work @default.
- W2950675248 sameAs 2950675248 @default.
- W2950675248 citedByCount "0" @default.
- W2950675248 crossrefType "journal-article" @default.
- W2950675248 hasAuthorship W2950675248A5011855422 @default.
- W2950675248 hasAuthorship W2950675248A5078018397 @default.
- W2950675248 hasConcept C106159729 @default.
- W2950675248 hasConcept C115903868 @default.
- W2950675248 hasConcept C132010649 @default.
- W2950675248 hasConcept C135798126 @default.
- W2950675248 hasConcept C149782125 @default.
- W2950675248 hasConcept C15744967 @default.
- W2950675248 hasConcept C162324750 @default.
- W2950675248 hasConcept C188147891 @default.
- W2950675248 hasConcept C2780821815 @default.
- W2950675248 hasConcept C41008148 @default.
- W2950675248 hasConceptScore W2950675248C106159729 @default.
- W2950675248 hasConceptScore W2950675248C115903868 @default.
- W2950675248 hasConceptScore W2950675248C132010649 @default.
- W2950675248 hasConceptScore W2950675248C135798126 @default.
- W2950675248 hasConceptScore W2950675248C149782125 @default.
- W2950675248 hasConceptScore W2950675248C15744967 @default.
- W2950675248 hasConceptScore W2950675248C162324750 @default.
- W2950675248 hasConceptScore W2950675248C188147891 @default.
- W2950675248 hasConceptScore W2950675248C2780821815 @default.
- W2950675248 hasConceptScore W2950675248C41008148 @default.
- W2950675248 hasLocation W29506752481 @default.
- W2950675248 hasOpenAccess W2950675248 @default.
- W2950675248 hasPrimaryLocation W29506752481 @default.
- W2950675248 hasRelatedWork W117268628 @default.
- W2950675248 hasRelatedWork W1882719053 @default.
- W2950675248 hasRelatedWork W2096781811 @default.
- W2950675248 hasRelatedWork W2122907267 @default.
- W2950675248 hasRelatedWork W2162861183 @default.
- W2950675248 hasRelatedWork W2336505426 @default.
- W2950675248 hasRelatedWork W2531655441 @default.
- W2950675248 hasRelatedWork W2756677499 @default.
- W2950675248 hasRelatedWork W2768442750 @default.
- W2950675248 hasRelatedWork W2769237325 @default.
- W2950675248 hasRelatedWork W2772903907 @default.
- W2950675248 hasRelatedWork W2796136777 @default.
- W2950675248 hasRelatedWork W282031944 @default.
- W2950675248 hasRelatedWork W2904497843 @default.
- W2950675248 hasRelatedWork W2930895147 @default.
- W2950675248 hasRelatedWork W3092436057 @default.
- W2950675248 hasRelatedWork W3121348788 @default.
- W2950675248 hasRelatedWork W3124033262 @default.
- W2950675248 hasRelatedWork W327834928 @default.
- W2950675248 hasRelatedWork W1538588608 @default.
- W2950675248 isParatext "false" @default.
- W2950675248 isRetracted "false" @default.
- W2950675248 magId "2950675248" @default.
- W2950675248 workType "article" @default.