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Targeting market neutrality - MaRDI portal

Targeting market neutrality (Q5234304)

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scientific article; zbMATH DE number 7110427
Language Label Description Also known as
English
Targeting market neutrality
scientific article; zbMATH DE number 7110427

    Statements

    title
    Targeting market neutrality (English)
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    author
    John B. Lee
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    Jonathan J. Reeves
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    Alice C. Tjahja
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    Xuan Xie
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    publication date
    26 September 2019
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    zbMATH Keywords
    beta forecasting
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    portfolio optimization
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    short-horizon forecasting
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    systematic risk
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    zero-beta portfolios
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    Identifiers

    zbMATH DE Number
    7110427
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    OpenAlex ID
    W2582707085
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