Factor Capacity

Factor Capacity is a theoretical construct in finance that denotes the maximum level of capital that can be allocated to a factor-mimicking portfolio before arbitrage opportunities or market impact erodes its risk-adjusted returns, distinguishing it from related notions of investment capacity by focusing specifically on the structural limits of factor-based strategies.

26

Publications

10K

Citations

56

Authors

43

Institutions

Publications per year

2017–2026

10

Authors

56

  1. TS
    Tomiwa Sunday Adebayo

    Cyprus International University, Cyprus

    3 publications · 323 citations

    3

    h-index

  2. SS
    Seyi Saint Akadırı

    Eastern Mediterranean University, Cyprus

    2 publications · 216 citations

    2

    h-index

  3. GM
    Grzegorz Michalski

    Wroclaw University of Economics and Business, Poland

    1 publications · 35 citations

    1

    h-index

  4. MA
    Mehmet Altuntaş

    İstanbul Nişantaşı Üniversitesi, Türkiye

    1 publications · 73 citations

    1

    h-index

  5. CS
    Conrad S. Ciccotello

    Georgia State University, United States

    1 publications · 13 citations

    1

    h-index

1–5 of 56

Venues

  1. The Review of Economic Studies

    3 publications · 300 citations

    3

    h-index

  2. SSRN Electronic Journal

    Repository · 2 publications · 67 citations

    2

    h-index

  3. Environmental Science and Pollution Research

    ESPR · 2 publications · 216 citations

    2

    h-index

  4. The Quarterly Journal of Economics

    QJE · 2 publications · 151 citations

    2

    h-index

  5. 1

    h-index

1–5