挪威股票中的年龄与财富因子

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学术论文

个人投资者持仓揭示了股票横截面收益的什么信息?

作者Sébastien Betermier; Laurent E. Calvet; Samuli Knüpfer; Jens Soerlie Kvaerner

机构
  • McGill University
  • McGill University - Desautels Faculty of Management
  • Ecole des Hautes Etudes Commerciales du Nord
  • Center for Economic and Policy Research
  • CEPR
  • EDHEC Business School - Department of Economics & Finance
  • BI Norwegian Business School
  • Aalto University
  • Research Institute of Industrial Economics
  • Aalto University School of Business
  • Research Institute of Industrial Economics (IFN)
  • Tilburg University

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付费套餐可解锁完整推导、交易规则、Python 与成交记录。策略库约 20% 保持免费。

投资标的:VGK、EWU、EWG、EWQ、EWI、SPY。再平衡:每月。Universe: VGK, EWU, EWG, EWQ, EWI, SPY. Parameters: rebalance=monthly.