A Closer Look at the Factor-to-Specific Risk Ratio in Factor Portfolios
Jennifer Bender and Xiaole Sun
The Journal of Portfolio Management Quantitative Special Issue 2020, 46 (2) 11-23; DOI: https://doi.org/10.3905/jpm.2019.1.117
Jennifer Bender
is a senior managing director for Global Equity Beta Solutions at State Street Global Advisors in Boston, MA
Xiaole Sun
is a vice president for Global Equity Beta Solutions at State Street Global Advisors in Boston, MA
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In this issue
The Journal of Portfolio Management
Vol. 46, Issue 2
Quantitative Special Issue 2020
A Closer Look at the Factor-to-Specific Risk Ratio in Factor Portfolios
Jennifer Bender, Xiaole Sun
The Journal of Portfolio Management Dec 2019, 46 (2) 11-23; DOI: 10.3905/jpm.2019.1.117