Making Your Smart Beta Even Smarter

[PDF] uw.edu.pl

[BOOK][B] Enhanced Index Replication Based on Smart Beta and Tail-risk Asset Allocation

K Korzeń, R Ślepaczuk - 2021 - wne.uw.edu.pl
The following research paper's main goal is to create an algorithmically managed ETF,
which tracks the SPX index and provides a Smart Beta exposure. Authors apply the …
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[PDF] yok.gov.tr

Temel verilerle oluşturulan endekslerin performansı: Borsa İstanbul uygulaması

H Küçükşahin - 2017 - acikbilim.yok.gov.tr
Sermaye Varlıkları Fiyatlama Modeli ile ortaya konulan pazar portföyü, kapitalizasyon
ağırlıklı olması nedeni ile yüksek fiyatlı hisse senetlerine daha fazla düşük fiyatlı hisse …
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[PDF] uw.edu.pl

[PDF][PDF] Enhanced Index Replication Based on Smart Beta and the Analysis of Distribution Moments

K Korzeń, R Ślepaczuk - qfrg.wne.uw.edu.pl
With enhancement methods applied, it is possible to create a synthetic index of N
componentsa with absolute Tracking Error similar to benchmark ETFsb. Such Index will …
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