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Financial Analysts Journal Volume 79, 2023 - Issue 3
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Research

Is Sector Neutrality in Factor Investing a Mistake?

Sina EhsaniView further author information
,
Campbell R. HarveyCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0002-2397-652XView further author information
ORCID Icon &
Feifei LiView further author information
Pages 95-117 | Received 02 Mar 2022, Accepted 27 Mar 2023, Published online: 11 May 2023

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