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How the pandemic taught us to turn smart beta into real alpha
The ongoing COVID-19 pandemic has strongly reminded equity investors that rare but extreme events occur from time to time. At the individual firm level, such events also impact the likelihood of bankruptcy, a feature that is not well represented in the traditional Capital Asset Pricing Model. This p...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Palgrave Macmillan UK
2020
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7670287/ http://dx.doi.org/10.1057/s41260-020-00195-w |