التفاصيل البيبلوغرافية
| العنوان: |
"Big Data" Meets "Smart Beta". |
| المؤلفون: |
DAVIS, RICHARD C.1,2,3 rick@brandloyalties.com |
| المصدر: |
Journal of Index Investing. Summer2015, Vol. 6 Issue 1, p39-50. 12p. |
| مصطلحات موضوعية: |
*BIG data, *PORTFOLIO management (Investments), *ASSET management |
| مستخلص: |
There is business intelligence in "big data" that can be utilized to improve performance in both actively and passively managed portfolios. But extracting that business intelligence from big data has a number of challenges, including the processing scale implied in the name itself. This article is intended to be a primer for investment professionals seeking to learn more about how to meaningfully utilize the brand-name citation metrics that are available from big data. It shows how to use those metrics as either a new form of fundamental data for tactically or quantitatively managed active portfolios, or as alternate selection and weighting strategies for tracking tolerant "smart beta" applications. [ABSTRACT FROM AUTHOR] |
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| قاعدة البيانات: |
Business Source Index |
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