Principal Eigenportfolios for U.S. Equities
Year of publication: |
[2022]
|
---|---|
Authors: | Avellaneda, Marco ; Healy, Brian ; Papanicolaou, Andrew ; Papanicolaou, George |
Publisher: |
[S.l.] : SSRN |
Subject: | USA | United States | Prinzipal-Agent-Theorie | Agency theory |
Extent: | 1 Online-Ressource (52 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 10, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3738769 [DOI] |
Classification: | C20 - Econometric Methods: Single Equation Models. General ; G10 - General Financial Markets. General |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Osabuohien-Irabor, Osarumwense, (2021)
-
Bouras, Mehdi, (2016)
-
Lakhani, Tashlin, (2022)
- More ...
-
Papanicolaou, Andrew, (2023)
-
Papanicolaou, Andrew, (2023)
-
Statistics of VIX Futures and Their Applications to Trading Volatility Exchange-Traded Products
Avellaneda, Marco, (2018)
- More ...