Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns
Year of publication: |
2013
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Authors: | Brandt, Michael W. ; Santa-Clara, Pedro ; Valkanov, Rossen |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 22.2013, 9 (8.5.), p. 3411-3410
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Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns
Brandt, Michael W., (2009)
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Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns
Valkanov, Rossen, (2004)
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Parametric portfolio policies : exploiting characteristics in the cross-section of equity returns
Brandt, Michael W., (2004)
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