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【作者(必填)】Alford A W, Rakhlin D A.
【文题(必填)】Implementing a Smart Beta Index: The Implications of a Dual Performance Objective and Limited Liquidity
【年份(必填)】2017
【全文链接或数据库名称(选填)】Journal of Portfolio Management, 2017, 43(5):135-146.http://www.iijournals.com/doi/abs/10.3905/jpm.2017.43.5.135