Factor Investing in Currency Markets: Does It Make Sense?

Elisa Baku; Roberta Fortes; Karine Hervé; Edmond Lezmi; Hassan Malongo; Thierry Roncalli; Jiali Xu

doi:10.3905/jpm.2019.1.116

Factor Investing in Currency Markets: Does It Make Sense?

Elisa Baku, Roberta Fortes, Karine Hervé, Edmond Lezmi, Hassan Malongo, Thierry Roncalli and Jiali Xu

The Journal of Portfolio Management Quantitative Special Issue 2020, 46 (2) 141-155; DOI: https://doi.org/10.3905/jpm.2019.1.116

Elisa Baku

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Roberta Fortes

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Karine Hervé

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Edmond Lezmi

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Hassan Malongo

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Thierry Roncalli

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Jiali Xu

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