Style-neutral funds of funds: Diversification or deadweight?
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DOI: 10.1057/jam.2010.5
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- Lee, Tae Kyun & Sohn, So Young, 2023. "Alpha-factor integrated risk parity portfolio strategy in global equity fund of funds," International Review of Financial Analysis, Elsevier, vol. 88(C).
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Keywords
style neutral; value and growth; funds of funds; R ratio; portfolio deadweight; diversification;All these keywords.
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