Optimal Factor Timing in a High-Dimensional Setting.
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| Title: | Optimal Factor Timing in a High-Dimensional Setting. |
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| Authors: | Lehnherr CFA, Rob (AUTHOR) stefan.nagel@chicagobooth.edu, Mehta, Manan (AUTHOR) stefan.nagel@chicagobooth.edu, Nagel, Stefan (AUTHOR) stefan.nagel@chicagobooth.edu |
| Source: | Financial Analysts Journal. 2025, Vol. 81 Issue 2, p51-66. 16p. |
| Database: | Business Source Ultimate |
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