Maximizing an equity portfolio excess growth rate: a new form of smart beta strategy?
Quantitative Finance, Volume 20, 2020 - Issue 7
Author(s):
Jean-Michel Maeso, Lionel Martellini
Summary:
Quantitative Finance, Volume 20, 2020 - Issue 7
Type :
Academic Publication
Date :
13/07/2020
About EDHEC
Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the world’s top 15 business schools. Fully international and directly connected to the business world, EDHEC commands a strong reputation for research excellence and the ability to train entrepreneurs and managers capable of breaking new ground. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching is inspired by its research work and a focus on “learning by doing”, all with the aim of equipping people with the skills to succeed in business.