REVIEW OF FINANCE
Updated 316 days ago
Non-technical summary: An augmented q-factor model with expected growth, Review of Finance, February 25, 2021...
Replication failures of asset pricing anomalies, Quantitative investing and machine learning, in Chinese, February 3, 2021...
Most "smart betas" are not smart, by Zhijian Wu, in Chinese, FTChinese, July 9, 2020