Journal of Banking & Finance
Sun, 05 Jan 2020 00:00:00 GMT language
The special issue aims to invite submissions of state-of-the-art high-quality articles on topics related to asset pricing and factor investing. The asset pricing literature has identified hundreds of factors capable of capturing sizeable risk premia. The range of ‘successful’ styles that impact asset returns has become so wide that investors are likely to be somewhat bewildered by the possibilities. This special issue, edited jointly with the 2020 conference of the French Finance Association, aims at helping academics and practitioners alike in their search for risk premia and in their asset allocation decisions within and across asset classes.