Alice Tjahja

UNSW Australia Business School, School of Banking and Finance

Sydney, NSW 2052

Australia

SCHOLARLY PAPERS

1

DOWNLOADS

159

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Targeting Market Neutrality

UNSW Business School Research Paper
Number of pages: 31 Posted: 20 Jan 2017 Last Revised: 10 Sep 2021
University of Auckland Business School, UNSW Business School, University of New South Wales, UNSW Australia Business School, School of Banking and Finance and Commonwealth Bank of Australia
Downloads 159 (261,375)

Abstract:

Loading...

Beta forecasting, portfolio optimization, short-horizon forecasting