用小盘股对抗β因子的择时策略
登录后收藏学术论文
Small-Minus-Big Predicts Betting-Against-Beta: Implications for International Equity Allocation and Market Timing
Adam Zaremba
Poznań University of Economics and Business
Montpellier Business School- Poznan University of Economics and Business
本篇策略设有付费墙
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。