A Century of Macro Factor Investing--Diversified Multi-Asset Multi-Factor Strategies through the Cycles.

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Bibliographic Details
Title: A Century of Macro Factor Investing--Diversified Multi-Asset Multi-Factor Strategies through the Cycles.
Authors: Swade, Alexander a.swade@lancaster.ac.uk, Lohre, Harald h.lohre@robeco.com, Nolte, Sandra s.nolte@lancaster.ac.uk, Shackleton, Mark m.shackleton@lancaster.ac.uk, Swinkels, Laurens l.swinkels@robeco.com
Source: Journal of Portfolio Management. Mar2024, Vol. 50 Issue 5, p37-56. 20p.
Database: Business Source Ultimate
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ISSN:00954918
DOI:10.3905/jpm.2024.1.587