股票多空因子策略中的季节性
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因子季节性：国际证据与进一步检验
Aleksander Mercik; Daniel Cupriak; Adam Zaremba
Wroclaw University of Economics and Business
Monash University- Poznań University of Economics and Business
- Australian Regenerative Medicine Institute
Montpellier Business School
Munich Business School- MBS School of Business
- 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。