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Size effect
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Optimal characteristic portfolios
McGee, Richard J.
;
Olmo, Jose
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1853-1870
Persistent link: https://www.econbiz.de/10013367958
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The size premium as a lottery
McGee, Richard J.
;
Olmo, Jose
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 158-177
Persistent link: https://www.econbiz.de/10012424933
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