Optimal Blending of Smart Beta and Multifactor Portfolios

Frederick E. Dopfel; Ashley Lester

doi:10.3905/jpm.2018.44.4.093

Article

Optimal Blending of Smart Beta and Multifactor Portfolios

Frederick E. Dopfel and Ashley Lester

The Journal of Portfolio Management Quantitative Special Issue 2018, 44 (4) 93-105; DOI: https://doi.org/10.3905/jpm.2018.44.4.093

Frederick E. Dopfel

is a professor in the Barowsky School of Business at Dominican University of California in San Rafael, CA

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Ashley Lester

is global head of multi-asset research at Schroders in London, U.K

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Optimal Blending of Smart Beta and Multifactor Portfolios

Frederick E. Dopfel, Ashley Lester

The Journal of Portfolio Management Mar 2018, 44 (4) 93-105; DOI: 10.3905/jpm.2018.44.4.093

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Optimal Blending of Smart Beta and Multifactor Portfolios

Frederick E. Dopfel, Ashley Lester

The Journal of Portfolio Management Mar 2018, 44 (4) 93-105; DOI: 10.3905/jpm.2018.44.4.093

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