When Equity Factors Drop Their Shorts - podcast episode cover

When Equity Factors Drop Their Shorts

Oct 16, 20204 min
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Episode description

A summary of "When Equity Factors Drop Their Shorts" by David Blitz, Guido Baltussen, and Pim van Vliet, published in the Fourth Quarter 2020 issue of the Financial Analysts Journal.

Summary http://www.cfainstitute.org/en/research/financial-analysts-journal/2020/when-equity-factors-drop-their-shorts

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