A quantitative equity strategy based on factors formed by industries in the S&P500

Thesis (S.M.)--Massachusetts Institute of Technology, Sloan School of Management, 2011.

Bibliographic Details
Main Author:	Liu, Jack Wen-Hao
Other Authors:	John DeTore.
Format:	Thesis
Language:	eng
Published:	Massachusetts Institute of Technology 2011
Subjects:	Sloan School of Management.
Online Access:	http://hdl.handle.net/1721.1/65809

Internet

http://hdl.handle.net/1721.1/65809