How the pandemic taught us to turn smart beta into real alpha
Author:
Publisher
Springer Science and Business Media LLC
Subject
Information Systems and Management,Strategy and Management,Business and International Management
Link
http://link.springer.com/content/pdf/10.1057/s41260-020-00195-w.pdf
Reference40 articles.
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4. Blitz, David, and Pim van Vliet. 2007. The Volatility Effect. Journal of Portfolio Management 34 (1): 102–113.
5. Brinson, Gary, and Nimrod Fachler. 1985. Measuring Non-US Equity Portfolio Performance. Journal of Portfolio Management 11 (3): x.
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