高分歧预测对冲基金收益

登录后收藏

学术论文

分歧利用与对冲基金表现的截面

作者Gady Jacoby; Shi Li; Nanying Lin

机构
  • Seton Hall University
  • University of Manitoba
  • College of Management Academic Studies
  • University of Manitoba - Department of Accounting and Finance
  • Carleton University
  • Sprott School of Business, Carleton University
  • University of Manitoba - Asper School of 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。

投资标的:SHY、IEF、TLT、LQD、HYG、TIP、BND。再平衡:每月。Universe: SHY, IEF, TLT, LQD, HYG, TIP, BND. Parameters: rebalance=monthly.