The article “Factor Investing und Asset-Allokationsstrategien – Ein Vergleich von Faktoren und Sektoren” is published in in Absolut| Alternative


Factor investing has experienced enormous growth in recent years.
In this article, Prof. Dr. Wolfgang Bessler,
Dr. Georgi Taushanov and Dr. Dominik Wolff investigate whether factor based
allocation strategies offer investors a better portfolio performance than traditional sector
than traditional sector allocations. In the process
the performance and the performance differences of sector and
factor portfolios for different allocation strategies and portfolio optimization
optimization approaches are analyzed.


Link zum Artikel