Characteristic-sorted portfolios : estimation and inference
Matias D. Cattaneo, Richard K. Crump, Max H. Farrell, and Ernst Schaumburg
| Year of publication: |
2020
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|---|---|
| Authors: | Cattaneo, Matias D. ; Crump, Richard K. ; Farrell, Max H. ; Schaumburg, Ernst |
| Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 102.2020, 3, p. 531-551
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| Subject: | portfolio sorting | Portfolio-Management | Portfolio selection | Nichtparametrische Schätzung | Nonparametric estimation | USA | United States | 1926-2015 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1162/rest_a_00883 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012499792