Dataset for "Do Smart Beta ETFs Capture Factor Premiums? A Bayesian Perspective"

Name: Dataset for "Do Smart Beta ETFs Capture Factor Premiums? A Bayesian Perspective"
Creator: Alexandre Rubesam
Published: 2019-06-18T11:48:32.027Z
Keywords: Asset Pricing, Portfolio Choice

Rubesam, Alexandre

doi:10.17632/88sd48nrw2.1

Dataset for "Do Smart Beta ETFs Capture Factor Premiums? A Bayesian Perspective"

Published: 18 June 2019| Version 1 | DOI: 10.17632/88sd48nrw2.1

Contributor:

Alexandre Rubesam

Description

This dataset contains data on smart beta and conventional ETFs, related to the paper "Do Smart Beta ETFs Capture Factor Premiums? A Bayesian Perspective", by Alexandre Rubesam and Soosung Hwang.

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IESEG School of Management - Campus de Paris

Dataset for "Do Smart Beta ETFs Capture Factor Premiums? A Bayesian Perspective"

Description

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