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Access here alternative investment news about Quants In China: Which Factors Work? | Allaboutalpha: Alternative Investing Trends And Analysis | A Finance Blog About Private Equity, Commodities, And Other Alternative Asset Classes.
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Quants In China: Which Factors Work? | Allaboutalpha: Alternative Investing Trends And Analysis | A Finance Blog About Private Equity, Commodities, And Other Alternative Asset Classes.

by allaboutalpha.com posted 3months ago 226 views
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.