Factor Information Decay: A Global Study

Emlyn Flint and Rademeyer Vermaak
The Journal of Portfolio Management Quantitative Special Issue 2023, jpm.2022.1.433; DOI: https://doi.org/10.3905/jpm.2022.1.433

Article Information

jpm.2022.1.433
DOI 
https://doi.org/10.3905/jpm.2022.1.433
Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online November 10, 2022.

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© 2022 Pageant Media Ltd

Author Information

  1. Emlyn Flint
    1. is a derivatives and quantitative analyst at Peresec South Africa and an adjunct associate professor in the Department of Actuarial Science, University of Cape Town, in Cape Town, South Africa. (emlynf{at}peresec.com)
  2. Rademeyer Vermaak
    1. is the Head of the Systematic Solutions team at STANLIB in Johannesburg, South Africa. (rademeyer.vermaak{at}stanlib.com)
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Factor Information Decay: A Global Study
Emlyn Flint, Rademeyer Vermaak
The Journal of Portfolio Management Nov 2022, jpm.2022.1.433; DOI: 10.3905/jpm.2022.1.433
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