Implementing a smart beta index : the implications of a dual performance objective and limited liquidity
Year of publication: |
2017
|
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Authors: | Alford, Andrew ; Rakhlin, Dmitry A. |
Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 43.2017, 5, spec. iss., p. 135-146
|
Subject: | Liquidität | Liquidity | USA | United States | Theorie | Theory | Betafaktor | Beta risk |
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