Peer Group Identification in Factor Portfolios: A Data-Driven Approach.

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Bibliographic Details
Title: Peer Group Identification in Factor Portfolios: A Data-Driven Approach.
Authors: French, Ross ross.french@nomura.com
Source: Journal of Portfolio Management. 2024 Quantitative Special Issue 2024Special Issue, Vol. 50 Issue 3, p149-173. 25p.
Database: Business Source Ultimate
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Description
ISSN:00954918
DOI:10.3905/jpm.2023.1.566