Do smart beta ETFs deliver persistent performance?
Year of publication: |
2020
|
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Authors: | Mateus, Cesario ; Mateus, Irina Bezhentseva ; Soggiu, Marco |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 21.2020, 5, p. 413-427
|
Subject: | Exchange-traded fund | Performance | Persistence | Portfolio management | Benchmark | Portfolio-Management | Portfolio selection | Indexderivat | Index derivative | Investmentfonds | Investment Fund | Benchmarking | Betafaktor | Beta risk | Kapitaleinkommen | Capital income | Performance-Messung | Performance measurement |
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