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Practical Insights and Lessons Learned for Quantitatively Managed Equity Portfolios - Third Installment

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Practical Insights and Lessons Learned for Quantitatively Managed Equity Portfolios - Third Installment

Dec 12, 2012

The third part in the series examining how stock exposures to the Volatility Factor, as defined in the Barra Global Equity Model (GEM2), change over time.


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Research authors

  • Peter Zangari
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