A filtering strategy for improving charateristics-based portfolios
Year of publication: |
2021
|
---|---|
Authors: | Suh, Sangwon |
Published in: |
Journal of economic development. - Seoul, Korea, ISSN 0254-8372, ZDB-ID 872015-0. - Vol. 46.2021, 2, p. 119-153
|
Subject: | Firm Characteristics | Market Anomaly | Sorting | Filtered Sorting | Portfolio-Management | Portfolio selection | Theorie | Theory |
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