PARAMETRIC PORTFOLIO POLICIES: EXPLOITING CHARACTERISTICS IN THE CROSS-SECTION OF EQUITY RETURNS
Year of publication: |
2004
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Authors: | Brandt, Michael W. ; Santa-Clara, Pedro ; Valkanov, Roseen |
Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 2004, 10996
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Saved in:
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