Browsing Student Research Day by Author "Bai, Qing"
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Quantitative Approaches for the Student-Managed Investment Fund Bai, Qing; Bustle, Nicholas Francis; Lyu, Fangyu (2017-02-15)We examined the performance of a total of six quantitative strategies over three, five, and ten years horizons. We are presenting the two strategies with the best results. To begin, we first define what Student Managed ...