Multi-Factor Portfolios: A New Factor? Limits of the Static Approach

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Is smart beta investing profitable? Evidence from the Nordic stock market

V Silvasti, K Grobys, J Äijö - Applied economics, 2021 - Taylor & Francis
This study examines the profitability of the mixing and integrating approach for constructing
multi-factor smart beta portfolios. While most studies explore this issue in a US market …
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