ScienceGate
Advanced Search
Author Search
Journal Finder
Blog
Sign in / Sign up
ScienceGate
Search
Author Search
Journal Finder
Blog
Sign in / Sign up
New smart beta index using the Rachev ratio under a non-normal return distribution
International Journal of Portfolio Analysis and Management
◽
10.1504/ijpam.2021.115632
◽
2021
◽
Vol 2
(3)
◽
pp. 238
Author(s):
Rei Yamamoto
◽
Naoya Kawadai
Keyword(s):
Return Distribution
◽
Smart Beta
Download Full-text
Related Documents
Cited By
References
New smart beta index using the Rachev ratio under a non-normal return distribution
International Journal of Portfolio Analysis and Management
◽
10.1504/ijpam.2021.10038381
◽
2021
◽
Vol 2
(3)
◽
pp. 238
Author(s):
Naoya Kawadai
◽
Rei Yamamoto
Keyword(s):
Return Distribution
◽
Smart Beta
Download Full-text
A Study on Volatility Management of the Smart-beta Portfolio: Focus on Asia-Pacific Stock Market
The Institute of Management and Economy Research
◽
10.32599/apjb.10.3.201909.37
◽
2019
◽
Vol 10
(3)
◽
pp. 37-51
Author(s):
Won-Suk Liu
Keyword(s):
Stock Market
◽
Asia Pacific
◽
Smart Beta
Download Full-text
Save the Trading Costs: Simple and Intuitive Rule for Smart Beta Strategy
SSRN Electronic Journal
◽
10.2139/ssrn.2453380
◽
2014
◽
Author(s):
Seiji Minami
◽
Tetsuroh Wakatsuki
Keyword(s):
Trading Costs
◽
Intuitive Rule
◽
Smart Beta
Download Full-text
Evaluating the Efficiency of 'Smart Beta' Indexes
SSRN Electronic Journal
◽
10.2139/ssrn.2510987
◽
2014
◽
Cited By ~ 1
Author(s):
Michael Hunstad
◽
Jordan Dekhayser
Keyword(s):
Smart Beta
Download Full-text
Very Smart Beta from Hedge Fund Clones: It's Not 'How' but 'What' to Clone!
SSRN Electronic Journal
◽
10.2139/ssrn.2532806
◽
2014
◽
Author(s):
Jun Duanmu
◽
Yongjia Li
◽
Alexey Malakhov
Keyword(s):
Hedge Fund
◽
Smart Beta
Download Full-text
Smart Beta Through the Lens of Risk Factors
SSRN Electronic Journal
◽
10.2139/ssrn.2545565
◽
2014
◽
Author(s):
Ben Meng
◽
Paul Zhang
Keyword(s):
Risk Factors
◽
Smart Beta
Download Full-text
Is Smart Beta Dumb?
SSRN Electronic Journal
◽
10.2139/ssrn.2656494
◽
2015
◽
Cited By ~ 1
Author(s):
Mukul Pal
Keyword(s):
Smart Beta
Download Full-text
What's in Your Smart Beta Portfolio? A Fundamental and Macroeconomic Analysis
SSRN Electronic Journal
◽
10.2139/ssrn.2712691
◽
2016
◽
Cited By ~ 1
Author(s):
Daniel Ung
◽
Priscilla Luk
Keyword(s):
Macroeconomic Analysis
◽
Smart Beta
Download Full-text
Do Mutual Fund Investors Overweight the Probability of Extreme Payoffs in the Return Distribution?
SSRN Electronic Journal
◽
10.2139/ssrn.2734743
◽
2016
◽
Cited By ~ 3
Author(s):
Ferhat Akbas
◽
Egemen Genc
Keyword(s):
Mutual Fund
◽
Return Distribution
Download Full-text
Life Cycle Investing and Smart Beta Strategies
SSRN Electronic Journal
◽
10.2139/ssrn.2943587
◽
2017
◽
Author(s):
Bill Carson
◽
Sara Shores
◽
Nicholas Nefouse
Keyword(s):
Life Cycle
◽
Life Cycle Investing
◽
Smart Beta
Download Full-text
Sign in / Sign up
Close
Export Citation Format
Close
Share Document
Close