On the Performance of Factor Investing: An Analysis Based on Constant Mix and Buy-and-Hold Strategies

Philippe Bertrand and Jean-Luc Prigent
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Jean-Luc Prigent: THEMA - Théorie économique, modélisation et applications - CNRS - Centre National de la Recherche Scientifique - CY - CY Cergy Paris Université

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Keywords: Jean-Luc; PRIGENT (search for similar items in EconPapers)
Date: 2025
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Published in Annals of Operations Research, 2025, 357 (1), pp.531--563. ⟨10.1007/s10479-025-06644-2⟩

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Journal Article: On the performance of factor investing: an analysis based on constant mix and buy-and-hold strategies (2026)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-05635053

DOI: 10.1007/s10479-025-06644-2

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