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Journal Articles Quantitative Finance Year : 2021

Smart Alpha: active management with unstable and latent factors

C. Boucher
  • Function : Author
A. Jasinski
  • Function : Author
P. Kouontchou
  • Function : Author
S. Tokpavi
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hal-03676583 , version 1 (24-05-2022)

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C. Boucher, A. Jasinski, P. Kouontchou, S. Tokpavi. Smart Alpha: active management with unstable and latent factors. Quantitative Finance, 2021, 21 (6), pp.893-909. ⟨10.1080/14697688.2020.1868558⟩. ⟨hal-03676583⟩
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