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, jpm.2019.1.117; 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 at Global Equity Beta Solutions at State Street Global Advisors in Boston, MA
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The Journal of Portfolio Management
Vol. 48, Issue 5
April 2022
A Closer Look at the Factor-to-Specific Risk Ratio in Factor Portfolios
Jennifer Bender, Xiaole Sun
The Journal of Portfolio Management Nov 2019, jpm.2019.1.117; DOI: 10.3905/jpm.2019.1.117