Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns
| Year of publication: |
2013
|
|---|---|
| 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
|