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KOSPI Size Index Series Rebalancing: Official Results & Passive Impacts

500 Views06 Mar 2022 16:54
KRX officially announced the rebalancing results of the KOSPI Size Index Series. This post specifically estimates the passive impacts of those new MidCap entrants that matter the most.
SUMMARY
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Sanghyun Park
Korea / Special Sits, Pairs, Index Rebalancing
Clepsydra Capital
South KoreaEvent-DrivenEquity Bottom-Up
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