Subject
Economics and Econometrics,Finance,Accounting
Reference43 articles.
1. Basis Assets
2. Aked, M., and M. Moroz. 2013. The Market Impact of Index Rebalancing. Unpublished White Paper. Research Affiliates, Inc.
3. The Effects of Beta, Bid-Ask Spread, Residual Risk, and Size on Stock Returns
4. Index + Factors + Alpha
5. Fundamental Indexation
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献