Time-Varying Factor Allocation

^*Corresponding author for this work

Publication: Scientific journal › Journal article › peer-review

Original language	English
Pages (from-to)	158-217
Journal	Journal of Portfolio Management
Volume	50
Issue number	5
DOIs	https://doi.org/10.3905/jpm.2024.1.589
Publication status	Published - Feb 2024

Access to Document

@article{617a18e3eb0f4187bdd4b8c0c3077dfd,

title = "Time-Varying Factor Allocation",

author = "Stefan Vincenz and Zeissler, \{Tom Oskar Karl\}",

year = "2024",

month = feb,

doi = "10.3905/jpm.2024.1.589",

language = "English",

volume = "50",

pages = "158--217",

journal = "Journal of Portfolio Management",

issn = "0095-4918",

publisher = "Portfolio Management Research",

number = "5",

}