Equity Factors: To Short or Not to Short, That Is the Question

Florent Benaych-Georges; Jean-Philippe Bouchaud; Stefano Ciliberti

doi:10.3905/joi.2021.1.181

Equity Factors: To Short or Not to Short, That Is the Question

Florent Benaych-Georges, Jean-Philippe Bouchaud and Stefano Ciliberti

The Journal of Investing October 2021, joi.2021.1.181; DOI: https://doi.org/10.3905/joi.2021.1.181

Florent Benaych-Georges

is a quantitative researcher at Capital Fund Management in Paris, France

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Jean-Philippe Bouchaud

is the founder and chairman of Capital Fund Management and a member of the French Academy of Sciences in Paris, France

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Stefano Ciliberti

is the quantitative R&D lead at Abu Dhabi Investment Authority in the United Arab Emirates

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Equity Factors: To Short or Not to Short, That Is the Question

Florent Benaych-Georges, Jean-Philippe Bouchaud, Stefano Ciliberti

The Journal of Investing Jul 2021, joi.2021.1.181; DOI: 10.3905/joi.2021.1.181

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Equity Factors: To Short or Not to Short, That Is the Question

Florent Benaych-Georges, Jean-Philippe Bouchaud, Stefano Ciliberti

The Journal of Investing Jul 2021, joi.2021.1.181; DOI: 10.3905/joi.2021.1.181

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