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, jpm.2021.1.245; DOI: https://doi.org/10.3905/jpm.2021.1.245

Article Information

jpm.2021.1.245
DOI 
https://doi.org/10.3905/jpm.2021.1.245
Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online May 7, 2021.

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© 2021 Pageant Media Ltd

Author Information

  1. Wilma de Groot
    1. is head of Quantitative Equities Portfolio Management at Robeco in Rotterdam, the Netherlands. (w.de.groot{at}robeco.com)
  2. Laurens Swinkels
    1. is an assistant professor of Finance at Erasmus University and Senior Researcher at Robeco, both in Rotterdam, the Netherlands. (l.swinkels{at}robeco.com)
  3. Weili Zhou
    1. is head of Quantitative Equities Research at Robeco in Rotterdam, the Netherlands. (w.zhou{at}robeco.com)
  1. To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157.
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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 May 2021, jpm.2021.1.245; DOI: 10.3905/jpm.2021.1.245
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