The concept of smart beta has a lot of data to draw on. Many so-called factors such as value, size, low volatility and momentum appear to have delivered decades of positive risk-adjusted returns, on average, for investors.
18 Jan 2021
教学人员
Prof. Joseph CHAN
Dr. Maurice K.S. TSE
Prof. Zhiwu CHEN
Prof. Heiwai TANG
Prof. Michael B. WONG
Prof. Shusong BA
Dr. Vera Wing-han YUEN
Associate Director, Centre for Innovation and Entrepreneurship
Associate Professor of Practice
Principal Lecturer
BEcon/BEcon&Fin Programme Director
Chair Professor of Finance
Cheng Yu-Tung Professor in Finance
Director, Centre for Quantitative History
Director, Hong Kong Institute for Humanities and Social Sciences
HKU Council Member
Associate Dean (External Relations)
Victor and William Fung Professor in Economics (冯国经冯国纶基金教授 (经济学))
Director, Asia Global Institute
Director, APEC Study Center
Associate Director, Hong Kong Institute of Economics and Business Strategy
Assistant Professor
Professor of Practice
Lecturer