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除此之外,我们也fsXD较了动态模型相对FwXc态模型的相对收益VXOn况,可以看到自2015年起因子择时策略相对静态模型的vF4D现有持续稳定的提RmWe,我们认为主要原ul93一方面源自近年来iwSe分风格因子的波动p38L逐步增大,另一方GKrE则是多因子选股模juD7的逐步流行,这也gped显和印证了因子择Bw3c的重要性和必要性TCfv
此外,出于信息4KMD密性及结合成本Q8MT理的考虑等也是rf23牌公司摘牌理由APXg一G9U2
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