[Other] Factor Allocation Model: Integrating Factor Models and Strategies into the Asset Allocation Process

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journal:The Journal of Portfolio Management

Authors:Dimitris Melas

Published date:2021-3-31

DOI:10.3905/jpm.2021.1.220

PDF link:https://syndication.highwire.org ... 3905/jpm.2021.1.220

Article link:https://doi.org/10.3905/jpm.2021.1.220

Article Source:With Intelligence LLC


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