Active mutual funds: Beware of smart beta ETFs!

TD Le - Global Finance Journal, 2023 - Elsevier
Smart beta ETFs have gained tremendous prevalence among investors in recent years. This
study provides empirical evidence that a proportion of this fast-paced growth can be …

Produits financiers: Gestion de portefeuille

D Szpiro - 2021 - torrossa.com
Produits financiers. Gestion de portefeuille Page 1 Produits financiers GESTION Daniel
Szpiro Gestion de portefeuille Page 2 Page 3 Produits financiers Gestion de portefeuille …

[PDF][PDF] A data-driven neural network approach to dynamic factor investing

PM van Staden, PA Forsyth, Y Li - cs.uwaterloo.ca
We present a data-driven neural network approach to find optimal dynamic (multi-period)
factor investing 6 strategies in the presence of transaction costs. The factor investing …