Covid-19 and smart beta
| Autor: | Milot Hasaj, Bernd Scherer |
|---|---|
| Rok vydání: | 2021 |
| Předmět: |
2019-20 coronavirus outbreak
050208 finance Coronavirus disease 2019 (COVID-19) G14 Severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) 05 social sciences sector performance Monetary economics Article ESG 0502 economics and business Economics Portfolio Smart beta G12 050207 economics Covid-19 Excess return |
| Zdroj: | Financial Markets and Portfolio Management |
| ISSN: | 2373-8529 1934-4554 |
| Popis: | We investigate the role of sectors on the performance of smart beta products during the COVID-19 crisis. Cross-sectional differences in excess returns (versus a market capitalized portfolio) are driven by strong exposures to COVID-19-related industry rotation, rather than to long-term structural causes. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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