Results for Macroeconomic factors

Publications & Outputs

1. Macro Factor Investing with Style

   Swade, A., Lohre, H., Shackleton, M., Nolte, S., Hixon, S. & Raol, J., 3/01/2022, In: Journal of Portfolio Management. 48, 2, p. 80-104 25 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

2. Macroeconomic risks and characteristic-based factor models.

   Aretz, K., Bartram, S. & Pope, P., 2010, In: Journal of Banking and Finance. 34, 6, p. 1383-1399 17 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review