Open AccessParametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns
Author(s) -
Michael W. Brandt,
Pedro SantaClara,
Rossen Valkanov
Publication year - 2004
Language(s) - English
Resource type - Reports
DOI - 10.3386/w10996
Subject(s) - equity (law) , portfolio , parametric statistics , section (typography) , financial economics , economics , econometrics , business , mathematics , political science , statistics , advertising , law
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