Semiparametric Portfolios : Improving Portfolio Performance by Exploiting Non-Linearities in Firm Characteristics
Year of publication: |
[2021]
|
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Authors: | Caldeira, João F. ; Santos, André A. P. ; Torrent, Hudson |
Publisher: |
[S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics |
Extent: | 1 Online-Ressource (46 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 3, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3830435 [DOI] |
Classification: | b26 ; c58 ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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