新兴市场债务中的防御因子

作者(Systematic) Investing in Emerging Market Debt [点击查看论文]

论文链接https://download.ssrn.com/20/03/03/ssrn_id3547935_code171605.pdf?response-content-disposition=inline&X-Amz-Security-Token=IQoJb3JpZ2luX2VjEIn%2F%2F%2F%2F%2F%2F%2F%2F%2F%2FwEaCXVzLWVhc3QtMSJHMEUCIQDUY2K7iSa%2FCcSstf6JxcEajwm8p5y17si%2Bq%2FdwIctCBQIgdO1X1ZgsvdIBJ%2FEjpmCSRRuBax29hsad7BOSiPdWz2UqvQUIYhAEGgwzMDg0NzUzMDEyNTciDO480tQbXh2jQhUmWSqaBVMU%2FBpaFHtEQU6rEcduvhKHoDmYHUOZosL2jHDWWfn3Swq56Ss8WNM2lvSNlZEPsZeSjy%2F34if3TsAgwT0giRi6nHGwkDOu5ZzI55fw%2BIO2964E8FX4NHuRS5%2BMvhT0II0RSHFQ7wS798MDhxwXGe4M%2BIS0FkT2EpyX3FmjvXK2C0VzvSXPhbgyML6EZ1LXdNAMwjMOTD8nUB53yaWByyiMYh0Htc28lz9FuFpSZbnl7swDr1TdDsUXIQrImjmGajlvv9dMy0OPAwqoRWRPFZVmTkVlrgJ%2BjlAWIWbkaDWlnHwVIX%2FgvOx%2Frn636liPED3Lh4MipLMBYJfV1cisgy8wquWg6Gquv6un5xlsDrYeAZSy5TQYyCFQHByFy4hlTFQMYNNLKpCutVrDdcsuNCqAaxj8ecDwKDFiF7Zlu%2FVAeRoIP%2BGh5yaGHjmGOCn9SwwCqPUGqx2TTGmj%2FwfAuG31DQ5G2ndrwpRAT%2FPPQdITYCodsSSb00ckovuiIHgEPKLvJfg6Tm1Xl6rH6D15w3bgBH19DKiq5Hi0iJL09l46%2B7INxcjC0watL1STBz9jOkx1ehcQxr071oCLmHvD8J6CiOSk%2BQMWJ%2BIrcCx4VBM5hce7dLBF1%2BM7c8psZF7fjLyhpdpD9kKiLBceV5J9ZAcioJPUHXJvAtSOSayTZd%2BmFUcMSbKmagwyo3Nj0WMuGgnI%2FIhQoefEPhSHIHrQAiyMmpA5L5WK6LhvB7eXDBTIuAxttX%2Bp%2F4ri7RkuW87cgfKFPb7g4cFwkPuo8KU5F5G%2FVunEUJrcm5oT6JIahb3cfjvpvgb9EX2lM0yce2mQ5HcRyApwTdK28tGlJrQ2uMmXmaaBrri0ByXKj%2BL6VpP2LzWJwVcJRk2pRjDSzMC7BjqxARHR2AH6N5aa4rT4keVI3gy9IyT3u%2Bp3gC%2Bm8BUpT2Umitcq8zcEQNnhoZotjJr1MjfcdhV0y9eYkMih5%2FpupacLtbjDqYfVuSZQ5db%2BcnSTuov%2FyZYwDnvs9SLkj4RfmOoiy6L3WivrKj%2Bg7n2e8hyddGaAa4G9rUcMHHROxeuzD9UeAuQ9VmzKu87Rn5q%2BL0XJ3UIURSRoYPrlhvFYyA2mSz9kfOnwL%2FvEDqEh%2BG5F1g%3D%3D&X-Amz-Algorithm=AWS4-HMAC-SHA256&X-Amz-Date=20241228T174146Z&X-Amz-SignedHeaders=host&X-Amz-Expires=300&X-Amz-Credential=ASIAUPUUPRWE7LALS4T2%2F20241228%2Fus-east-1%2Fs3%2Faws4_request&X-Amz-Signature=e7d67523825d2cf4283b8a8f9278ab4498888de30d88303e650ebfea1adbfe7e&abstractId=3531590