Factor Allocation Model: Integrating Factor Models and Strategies into the Asset Allocation Process
Dimitris Melas
The Journal of Portfolio Management Investment Models 2021, 47 (5) 51-57; DOI: https://doi.org/10.3905/jpm.2021.1.220
Dimitris Melas
is managing director at MSCI in London, UK
Explore our content to discover more relevant research
In this issue
The Journal of Portfolio Management
Vol. 47, Issue 5
Investment Models 2021
Factor Allocation Model: Integrating Factor Models and Strategies into the Asset Allocation Process
Dimitris Melas
The Journal of Portfolio Management Mar 2021, 47 (5) 51-57; DOI: 10.3905/jpm.2021.1.220