Journal of Financial & Quantitative Analysis. Volume 53, Issue 1, February 2018 被动型基金与主动型基金表现:指数基金管理有技巧么? 作者:Alan D. Crane (Rice University Jones Graduate School of Business) Kevin Crotty (Rice
Financial Analyst Journal, Volume 74, Issue 1, 2018 免费的午餐?过度多元化的成本 作者:Shawn McKay (State Street Global Advisors) Robert Shapiro (State Street Global Advisors) Ric Thomas (State Street Global Advisors
The Journal of Portfolio Management Winter 2018, 44 (3) 33-42 低波动率需要更少的交易 作者:Pim van Vliet(Conservative Equities at Robeco Asset Management in Rotterdam, the Netherlands.) 摘要:作者指出,有效的低波动率策略只需要少量的交易
Journal of Financial Markets·Volume 37·March 2018·Pages 17-34 市场波动性和股票收益率:流动性提供者的作用 作者:Kee H.Chung(School of Management, State University of New York; School of Business, Sungkyunkwan University
Journal of Accounting and Economics ·Volume 65, Issue 1· FEB 2018 强制性企业社会责任披露对企业盈利能力和社会外部性的影响:来自中国的证据 作者:Yi-Chun Chen (The Hong Kong University of Science and Technology) Mingyi Hung (The Hong Kong