Literatur

Clarke, Roger; de Silva, Harindra; Thorley, Steven (2016): "Factor Portfolios and Efficient Factor Investing"; In: Financial Analysts Journal; Volume 72; No. 6; 2016, Corrected May 2017.

Dimson, Elroy/Marsh, Paul/Staunton, Mike (2019): "Factor Investing"; Credit Suisse Global Investment Returns Yearbook 2019; Long Version, Chapter 4, pp. 65-85.

Innes, Andrew (2017): "The Merits and Methods of Multi-Factor Investing"; Internet-Fundstelle: https://www.spindices.com/documents/research/research-the-merits-and-methods-of-multi-factor-investing.pdf

Scott, Louis/Cavaglia, Stefano (2017): "A Wealth Management Perspective on Factor Premia and the Value of Downside Protection"; In: Journal of Portfolio Management; Spring 2017; Vol. 43; No. 3.

Fitzgibbons, Shaun; Friedman, Jacques; Pomorski, Lukasz; & Serban, Laura (2017): "Long-Only Style Investing: Don't Just Mix, Integrate." In: The Journal of Investing; Winter 2017, Vol. 26; No. 4.

Fama, Eugene / French, Ken (2018): "Volatility Lessons"; In: Financial Analysts Journal; Volume 74; Issue 3; 2018; pp. 42-53

FTSE Russell (2018): "Top-down or bottom-up? Balancing exposure and diversification in multi-factor index construction"; Internet-Fundstelle: https://hub.ipe.com/find-research/white-papers/top-down-or-bottom-up/hub.ipe.com/find-research/white-papers/insights-top-down-or-bottom-up/10024263.fullarticle