Liyu Zeng

S&P Dow Jones Indices

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How Smart Beta Strategies Work in the Hong Kong Market

Number of pages: 26 Posted: 20 Oct 2017
Liyu Zeng and Priscilla Luk
S&P Dow Jones Indices and S&P Dow Jones Indices
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Abstract:

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smart beta, macroeconomic, economic, risk premia, factor investing, quality, dividend, low volatility, size, small cap, momentum, value, economic regime