{"title":"New smart beta index using the Rachev ratio under a non-normal return distribution","authors":"Naoya Kawadai, R. Yamamoto","doi":"10.1504/IJPAM.2021.10038381","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":274366,"journal":{"name":"International Journal of Portfolio Analysis and Management","volume":"1 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"International Journal of Portfolio Analysis and Management","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1504/IJPAM.2021.10038381","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}