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Portfolio selection using new factors based on firm characteristics
Suh, Sangwon - In: Journal of economic development 43 (2018) 1, pp. 77-99
Persistent link: https://www.econbiz.de/10011844740
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A filtering strategy for improving charateristics-based portfolios
Suh, Sangwon - In: Journal of economic development 46 (2021) 2, pp. 119-153
Persistent link: https://www.econbiz.de/10012608372
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A new method for forming asset pricing factors from firm characteristics
Suh, Sangwon; Song, Wonho; Lee, Bong-soo - In: Applied economics 46 (2014) 28/30, pp. 3463-3482
Persistent link: https://www.econbiz.de/10010420064