Financial Anomalies in Asset Allocation: Risk Mitigation with Cross-Sectional Equity Strategies

Redouane Elkamhi; Jacky S. H. Lee; Marco Salerno

doi:10.3905/jpm.2022.1.422

Financial Anomalies in Asset Allocation: Risk Mitigation with Cross-Sectional Equity Strategies

Redouane Elkamhi, Jacky S. H. Lee and Marco Salerno

The Journal of Portfolio Management November 2022, 49 (1) 118-145; DOI: https://doi.org/10.3905/jpm.2022.1.422

Redouane Elkamhi

is an associate professor of finance in the Rotman School of Management at the University of Toronto in Toronto, Ontario, Canada

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Jacky S. H. Lee

is the senior managing director of the Total Portfolio Group at Healthcare of Ontario Pension Plan Trust Fund in Toronto, Ontario, Canada

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Marco Salerno

is a principal of the Total Portfolio Group at Healthcare of Ontario Pension Plan Trust Fund in Toronto, Ontario, Canada

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Financial Anomalies in Asset Allocation: Risk Mitigation with Cross-Sectional Equity Strategies

Redouane Elkamhi, Jacky S. H. Lee, Marco Salerno

The Journal of Portfolio Management Oct 2022, 49 (1) 118-145; DOI: 10.3905/jpm.2022.1.422

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Financial Anomalies in Asset Allocation: Risk Mitigation with Cross-Sectional Equity Strategies

Redouane Elkamhi, Jacky S. H. Lee, Marco Salerno

The Journal of Portfolio Management Oct 2022, 49 (1) 118-145; DOI: 10.3905/jpm.2022.1.422

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