| 17.01.2018 Opalesque Exclusive: A Premium is a Factor - but a Factor is not always a Premium |
| Matthias Knab, Opalesque: Pricing risk factor premia accurately is the cornerstone of optimal portfolio creation. New research by SFI professors Ines Chaieb and Olivier Scaillet from the University of Geneva and coauthor Professor Hugues Langlois from HEC Paris shows that reduced portfolio risk can be achieved by using time-varying risk factor premia estimated from individual stocks instead of |
| Article source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3100274 - Opalesque is not responsible for the content of external internet sites |