Cargando…
Covid-19 and smart beta: A case study on the role of sectors
We investigate the role of sectors on the performance of smart beta products during the COVID-19 crisis. Cross-sectional differences in excess returns (versus a market capitalized portfolio) are driven by strong exposures to COVID-19-related industry rotation, rather than to long-term structural cau...
| Autores principales: | , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2021
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8049398/ https://www.ncbi.nlm.nih.gov/pubmed/34765080 http://dx.doi.org/10.1007/s11408-021-00383-7 |