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Episode Synopsis "When equity factors drop their shorts"
A summary of the paper “When equity factors drop their shorts” by David Blitz, Guido Baltussen and Pim van Vliet, published in the Financial Analysts Journal in 2020. Robeco integrates sustainability in its quantitative and fundamental research, to offer institutional and private investors an extensive selection of active investment strategies. David is Chief Quant Researcher, Guido is Co-Head of Quant Fixed Income, and Pim is Co-Head of Quant Equities.
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