Browsing Articles (FIN) by Author "Krkoska, Eduard"
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Herding in Smart-Beta Investment Products
Krkoska, Eduard; Schenk-Hoppe, Klaus Reiner (Journal article; Peer reviewed, 2019)We highlight herding of investors as one major risk factor that is typically ignored in statistical approaches to portfolio modelling and risk management. Our survey focuses on smart-beta investing where such methods and ...