A comprehensive study on smart beta strategies in the A-share market
Lixin Cai, Yong Jin, Qiulin Qi and Xin Xu
| Year of publication: |
2018
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|---|---|
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2018.1489113 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012063379