A comprehensive study on smart beta strategies in the A-share market
Year of publication: |
2018
|
---|---|
Authors: | Cai, Lixin ; Jin, Yong ; Qi, Qiulin ; Xu, Xin |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 55, p. 6024-6033
|
Subject: | Chinese A-share market | Smart beta strategies | Value-weighted index | China | Betafaktor | Beta risk | Aktienmarkt | Stock market |
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