현상

팩터 투자

3편 · 2022 1편, 2023 1편, 2024 1편

Can Competition Increase Profits in Factor Investing?
MS · 2024 · 인용 3 · Victor DeMiguel, Alberto Martín-Utrera, Raman Uppal
Generalized Stochastic Arbitrage Opportunities
MS · 2023 · 인용 8 · Stelios Arvanitis, Thierry Post
Managing the Market Portfolio
MS · 2022 · 인용 11 · Fabian Hollstein, Marcel Prokopczuk