Smart betas, return models and the tangency portfolio weights

• Jan Lennartsson ,

  Roles Conceptualization, Data curation, Formal analysis, Investigation, Methodology, Project administration, Resources, Software, Supervision, Validation, Visualization, Writing – original draft, Writing – review & editing

  * E-mail: jan.lennartsson@ap2.se

  Affiliation Andra AP-fonden (AP2), Göteborg, Sweden

  https://orcid.org/0009-0009-4550-7917

  ⨯
• Claes Ekman

  Roles Conceptualization, Formal analysis, Investigation, Methodology, Writing – review & editing

  Affiliation Andra AP-fonden (AP2), Göteborg, Sweden

  ⨯