Parametric portfolio policies : exploiting characteristics in the cross-section of equity returns
Michael W. Brandt; Pedro Santa-Clara; Rossen Valkanov
| Year of publication: |
2009
|
|---|---|
| Authors: | Brandt, Michael W. ; Santa-Clara, Pedro ; Valkanov, Rossen I. |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 22.2009, 9, p. 3411-3447
|
| Subject: | Portfolio-Management | Portfolio selection | CAPM | Kapitaleinkommen | Capital income | Schätzung | Estimation | USA | United States | 1974-2002 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003885704