Parametric Portfolio Policies : Exploiting Characteristics in the Cross Section of Equity Returns
Year of publication: |
December 2004
|
---|---|
Authors: | Brandt, Michael W. |
Other Persons: | Santa-Clara, Pedro (contributor) ; Valkanov, Rossen (contributor) |
Institutions: | National Bureau of Economic Research (contributor) |
Publisher: |
Cambridge, Mass : National Bureau of Economic Research |
Subject: | Portfolio-Management | Portfolio selection | CAPM | Kapitaleinkommen | Capital income | Schätzung | Estimation |
Extent: | 1 Online-Ressource |
---|---|
Series: | NBER working paper series ; no. w10996 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Mode of access: World Wide Web System requirements: Adobe [Acrobat] Reader required for PDF files Hardcopy version available to institutional subscribers. |
Other identifiers: | 10.3386/w10996 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Review on efficiency and anomalies in stock markets
Woo, Kai-yin, (2020)
-
Berényi, Zsolt Endre, (2003)
-
A multiobjective model for passive portfolio management : an application on the S&P 100 index
García, Fernando, (2013)
- More ...
-
Predicting Volatility : Getting the Most out of Return Data Sampled at Different Frequencies
Ghysels, Eric, (2004)
-
There is a Risk-Return Tradeoff After All
Ghysels, Eric, (2004)
-
Brandt, Michael W., (2001)
- More ...