9b.Construction:cross-sectionalstrategiesCross-sectionalstrategies?Assumetheexistenceofanunderlyingallocationpolicyht≡hit9b.1ARPM-AdvancedRiskandPortfolioManagement-arpm.coThisupdate:Mar-8-017-Lastupdate" />

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188宝金博页面版: 9b Construction cross-sectional strategies

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内容提示: The “Checklist’’ > 9b. Construction: cross-sectional strategiesCross-sectional strategies? Assume the existence of an underlying allocation policyh t ≡ h(i t ) (9b.1)ARPM - Advanced Risk and Portfolio Management - arpm.co This update: Mar-28-2017 - Last update

文档格式:PDF | 页数:5 | 浏览次数:38 | 上传日期:2017-04-06 05:29:38 | 文档星级:
The “Checklist’’ > 9b. Construction: cross-sectional strategiesCross-sectional strategies• Assume the existence of an underlying allocation policyh t ≡ h(i t ) (9b.1)ARPM - Advanced Risk and Portfolio Management - arpm.co This update: Mar-28-2017 - Last update

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