做空量化:检视主题性指数的因子暴露

{"title":"做空量化:检视主题性指数的因子暴露","authors":"David Blitz","doi":"10.3905/jii.2021.1.111","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":36431,"journal":{"name":"Journal of Index Investing","volume":null,"pages":null},"PeriodicalIF":0.0000,"publicationDate":"2021-10-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Betting against Quant: Examining the Factor Exposures of Thematic Indexes\",\"authors\":\"David Blitz\",\"doi\":\"10.3905/jii.2021.1.111\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":36431,\"journal\":{\"name\":\"Journal of Index Investing\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2021-10-30\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Index Investing\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.3905/jii.2021.1.111\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"Economics, Econometrics and Finance\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Index Investing","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.3905/jii.2021.1.111","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"Economics, Econometrics and Finance","Score":null,"Total":0}