Hiroshi Takahashi. Analyzing the Influence of Market Conditions on the Effectiveness of Smart Beta. In Gordan Jezic, Robert J. Howlett, Lakhmi C. Jain, editors, Agent and Multi-Agent Systems: Technologies and Applications, 9th KES International Conference, KES-AMSTA, 2015 Sorrento, Italy, June 17-19, 2015, Proceedings. Volume 38 of Smart Innovation, Systems and Technologies, pages 417-426, Springer, 2015. [doi]
Abstract is missing.