Dataset for "Do Smart Beta ETFs Capture Factor Premiums? A Bayesian Perspective"
Published: 18 June 2019| Version 1 | DOI: 10.17632/88sd48nrw2.1
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.
IESEG School of Management - Campus de Paris
Asset Pricing, Portfolio Choice