风格集中度与股票回报

登录后收藏

学术论文

Style Concentration in Ownership and Expected Stock Returns

作者Style Concentration in Ownership and Expected Stock Returns [点击查看论文]

机构
  • Centre for Economic Policy Research
  • University of Piraeus
  • Centre for Economic Policy Research (CEPR)
  • Universidad Carlos III de Madrid
  • University Carlos III of Madrid

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。