Parametric portfolio policies : exploiting characteristics in the cross-section of equity returns
Year of publication: |
2009
|
---|---|
Authors: | Brandt, Michael W. ; Santa-Clara, Pedro ; Valkanov, Rossen I. |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 22.2009, 9, p. 3411-3447
|
Subject: | Portfolio-Management | Portfolio selection | CAPM | Kapitaleinkommen | Capital income | Schätzung | Estimation | USA | United States | 1974-2002 |
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