How Smart Beta Strategies Work in the Australian Market
General Market Analysis, Investment Management, Investor Education, Equity Investments
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With increasing interest in smart beta strategies in the Australian equity market, we examined the effectiveness of six well-known risk factors, size, value, low volatility, momentum, quality, and dividends, in the Australian equity market from Dec. 31, 2004, to Dec. 29, 2017.
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Reference URL: https://spindices.com/documents/research/research-how-smart-beta-strategies-work-in-the-australia-market.pdf
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