Factor Investing from Concept to Implementation

Eduard van Gelderen; Joop Huij; Georgi Kyosev

doi:10.3905/jpm.2019.45.3.125

Factor Investing from Concept to Implementation

Eduard van Gelderen, Joop Huij and Georgi Kyosev

The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 125-140; DOI: https://doi.org/10.3905/jpm.2019.45.3.125

Eduard van Gelderen

is the chief investment officer at PSP Investments in Montreal, QC, Canada

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Joop Huij

is an associate professor at the Rotterdam School of Management in Rotterdam, the Netherlands, and the head of factor investing at Robeco in Rotterdam, the Netherlands

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Georgi Kyosev

is a PhD candidate at the Rotterdam School of Management in Rotterdam, the Netherlands, and a researcher at Robeco in Rotterdam, the Netherlands

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Article
Info & Metrics
PDF (Subscribers Only)

Click to login and read the full article.

Don’t have access? Click here to request a demo
Alternatively, Call a member of the team to discuss membership options
US and Overseas: +1 646-931-9045
EMEA: +44 0207 139 1600

Don’t have access? Click here to request a demo

Alternatively, Call a member of the team to discuss membership options

US and Overseas: +1 646-931-9045

UK: 0207 139 1600

Log in using your username and password

Username *

Password *

Forgot your user name or password?

PreviousNext

Explore our content to discover more relevant research

By topic
Across journals
From the experts
Monthly highlights
Special collections

In this issue

The Journal of Portfolio Management

Vol. 45, Issue 3

Quantitative Special Issue 2019

Table of Contents
Index by author
Complete Issue (PDF)

Download PDF

Article Alerts

User Name *

Password *

Email *

Email Article

Thank you for your interest in spreading the word on The Journal of Portfolio Management.

NOTE: We only request your email address so that the person you are recommending the page to knows that you wanted them to see it, and that it is not junk mail. We do not capture any email address.

Your Email *

Your Name *

Send To *

Enter multiple addresses on separate lines or separate them with commas.

You are going to email the following Factor Investing from Concept to Implementation

Message Subject (Your Name) has sent you a message from The Journal of Portfolio Management

Message Body (Your Name) thought you would like to see the The Journal of Portfolio Management web site.

Your Personal Message

CAPTCHA

This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.

Citation Tools

Factor Investing from Concept to Implementation

Eduard van Gelderen, Joop Huij, Georgi Kyosev

The Journal of Portfolio Management Feb 2019, 45 (3) 125-140; DOI: 10.3905/jpm.2019.45.3.125

Citation Manager Formats

BibTeX
Bookends
EasyBib
EndNote (tagged)
EndNote 8 (xml)
Medlars
Mendeley
Papers
RefWorks Tagged
Ref Manager
RIS
Zotero

Save To My Folders

User Name *

Password *

Remember my user name & password.

Factor Investing from Concept to Implementation

Eduard van Gelderen, Joop Huij, Georgi Kyosev

The Journal of Portfolio Management Feb 2019, 45 (3) 125-140; DOI: 10.3905/jpm.2019.45.3.125

Share This Article:

Tweet Widget Facebook Like

Jump to section

Article
Info & Metrics
PDF (Subscribers Only)
PDF (Subscribers Only)

Cited By...

China A-Shares: Strategic Allocation to Market and Factor Premiums

Google Scholar

Main menu

User menu

Search

The Journal of Portfolio Management

Factor Investing from Concept to Implementation

Explore our content to discover more relevant research

In this issue

Citation Manager Formats

Similar Articles

Cited By...

MORE FROM PMR

INFORMATION FOR

GET INVOLVED

Main menu

User menu

Search

Factor Investing from Concept to Implementation

Log in using your username and password

Explore our content to discover more relevant research

In this issue

Citation Manager Formats

Jump to section

Similar Articles

Cited By...

Stay Connected