Institute for Quantitative Research in Finance 2015最新文献

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How Smart are 'Smart Beta' ETFs? Analysis of Relative Performance and Factor Exposure “Smart Beta”etf有多聪明?相对性能与因素暴露分析

Institute for Quantitative Research in Finance 2015 Pub Date : 2015-09-22 DOI: 10.2139/ssrn.2594941

Denys Glushkov

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引用次数: 10

Economic Momentum and Currency Returns 经济势头和货币回报

Institute for Quantitative Research in Finance 2015 Pub Date : 2015-03-27 DOI: 10.2139/ssrn.2579666

Magnus Dahlquist, Henrik Hasseltoft

引用次数: 39