Alyson Paul, Bart Sikora, Mehul Rawal, Susan Wasserman, Andrew Ang
{"title":"Modeling Models: Factor and Risk Decompositions of Model Portfolio Strategies","authors":"Alyson Paul, Bart Sikora, Mehul Rawal, Susan Wasserman, Andrew Ang","doi":"10.3905/jpm.2023.1.572","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":501547,"journal":{"name":"The Journal of Portfolio Management","volume":"6 8","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2023-12-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"The Journal of Portfolio Management","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.3905/jpm.2023.1.572","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}