Título:

Factor Investing in Brazil: Diversifying across Factor Tilts and Allocation Strategies

Autores:

Alexandre Alles Rodrigues (ISEG, UTL)
Fabrizio Casalin (U Lille, ISEG, UTL)

Revista:

Emerging Markets Review

Ano:

2022

Volume:

52

Códigos JEL:

G11 - Portfolio Choice; Investment Decisions
O16 - Economic Development: Financial Markets; Saving and Capital Investment; Corporate Finance and Governance

DOI:

10.1016/j.ememar.2022.100906