Smart Beta 2.0
- 期刊名称The Journal of Index Investing
- 作者Amenc, Noël; Goltz, Felix
- 卷第4卷
- 期第3期
- 印刷ISSN2154-7238
- 文件大小979.92KB
- 发表时间2013-11
- DOI10.3905/jii.2013.4.3.015
- 页码15-23
同期刊推荐
Modeling of Mortgage DefaultsHayre, Lakhbir S; Saraf, Manish; Young, Robert; Chen, Jiakai (David) · The Journal of Fixed Income · 2008
Common Factors Affecting Bond ReturnsLitterman, Robert B; Scheinkman, Josè · The Journal of Fixed Income · 1991
Hedging With Interest Rate FuturesGhosh, Asim · The Journal of Fixed Income · 1993
Stock-Bond CorrelationsIlmanen, Antti · The Journal of Fixed Income · 2003
Key Rate DurationsHo, Thomas S.Y · The Journal of Fixed Income · 1992
Beyond DurationWaldman, Michael · The Journal of Fixed Income · 1992
Yield Curve StrategiesJones, Frank J · The Journal of Fixed Income · 1991
Riding the Yield CurveBieri, David S; Chincarini, Ludwig B · The Journal of Fixed Income · 2005