Quants In China: Which Factors Work? | Allaboutalpha: Alternative Investing Trends And Analysis | A Finance Blog About Private Equity, Commodities, And Other Alternative Asset Classes.
The outperformance of the size, value, and reversal factors is strong, but the momentum factor, which has performed well in the U.S., does not work in China. This is the conclusion of a new white paper published by Neuberger Berman about quantitative investing in China A shares. It has aRead More.