Multi-Factor Quality Equity Strategy with Beta, Sector, and Volatility Neutralization
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Global Return Premiums on Earnings Quality, Value, and Size
Max Kozlov; Antti Petäjistö
BlackRock (United States)- BlackRock
- New York University
- Yale University
- BlackRock, Inc
- New York University (NYU) - Department of Finance
- Yale School of Management
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