Alice Tjahja

UNSW Australia Business School, School of Banking and Finance

Sydney, NSW 2052

Australia

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Scholarly Papers (1)

1.

Targeting Market Neutrality

UNSW Business School Research Paper
Number of pages: 31 Posted: 20 Jan 2017 Last Revised: 15 Sep 2017
University of Auckland, UNSW Business School, University of New South Wales, UNSW Australia Business School, School of Banking and Finance and Commonwealth Bank of Australia
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Abstract:

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Beta forecasting, portfolio optimization, short-horizon forecasting