Is Rebalancing the Source of Factor Premiums

D.C. Blitz

Research output: Contribution to Journal › Article › Academic › peer-review

Original language	English
Pages (from-to)	4-7
Journal	The Journal of Portfolio Management
Volume	41
Issue number	4
DOIs	https://doi.org/10.3905/jpm.2015.41.4.004
Publication status	Published - 2015

http://www.bfjlaward.com/pdf/26020/004-07_Blitz_JPM_0722R.pdf

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title = "Is Rebalancing the Source of Factor Premiums",

author = "D.C. Blitz",

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year = "2015",

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T1 - Is Rebalancing the Source of Factor Premiums

AU - Blitz, D.C.

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PY - 2015

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JF - The Journal of Portfolio Management

IS - 4

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