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

Wilma de Groot; Laurens Swinkels; Weili Zhou

doi:10.3905/jpm.2021.1.245

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

Wilma de Groot, Laurens Swinkels and Weili Zhou

The Journal of Portfolio Management Non-US Financial Markets 2021, 47 (7) 131-149; DOI: https://doi.org/10.3905/jpm.2021.1.245

Wilma de Groot

is head of Quantitative Equities Portfolio Management at Robeco in Rotterdam, the Netherlands

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Laurens Swinkels

is an assistant professor of Finance at Erasmus University and Senior Researcher at Robeco, both in Rotterdam, the Netherlands

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Weili Zhou

is head of Quantitative Equities Research at Robeco in Rotterdam, the Netherlands

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

Wilma de Groot, Laurens Swinkels, Weili Zhou

The Journal of Portfolio Management Jun 2021, 47 (7) 131-149; DOI: 10.3905/jpm.2021.1.245

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

Wilma de Groot, Laurens Swinkels, Weili Zhou

The Journal of Portfolio Management Jun 2021, 47 (7) 131-149; DOI: 10.3905/jpm.2021.1.245

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