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Parametric portfolio policies : exploiting characteristics in the cross-section of equity returns
Brandt, Michael W.; Santa-Clara, Pedro; Valkanov, Rossen I. - In: The review of financial studies 22 (2009) 9, pp. 3411-3447
Persistent link: https://www.econbiz.de/10003885704
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Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns
Brandt, Michael W.; Santa-Clara, Pedro; Valkanov, Rossen - In: The review of financial studies 22 (2013) 9, pp. 3411-3410
Persistent link: https://www.econbiz.de/10010113831
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Expected returns and expected growth in rents of commercial real estate
Plazzi, Alberto; Torous, Walter N.; Valkanov, Rossen I. - In: The review of financial studies 23 (2010) 9, pp. 3469-3519
Persistent link: https://www.econbiz.de/10008664106
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Expected Returns and Expected Growth in Rents of Commercial Real Estate
Plazzi, Alberto; Torous, Walter; Valkanov, Rossen - In: The review of financial studies 23 (2010) 9, pp. 3469-3469
Persistent link: https://www.econbiz.de/10008451851
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Expected Returns and Expected Growth in Rents of Commercial Real Estate
Plazzi, Alberto; Torous, Walter; Valkanov, Rossen - In: The review of financial studies 23 (2013) 9, pp. 3469-3468
Persistent link: https://www.econbiz.de/10010113956
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Two trees
Cochrane, John H.; Longstaff, Francis A.; Santa-Clara, Pedro - In: The review of financial studies 21 (2008) 1, pp. 347-385
Persistent link: https://www.econbiz.de/10003716171
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A simulation approach to dynamic portfolio choice with an application to learning about returns predictability
Brandt, Michael W.; Goyal, Amit; Santa-Clara, Pedro; … - In: The review of financial studies 18 (2005) 3, pp. 831-874
Persistent link: https://www.econbiz.de/10003133514
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The dynamics of the forward interest rate curve with stochastic string shocks
Santa-Clara, Pedro; Sornette, Didier - In: The review of financial studies 14 (2001) 1, pp. 149-185
Persistent link: https://www.econbiz.de/10001543111
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Two Trees
Cochrane, John H.; Longstaff, Francis A.; Santa-Clara, Pedro - In: The review of financial studies 21 (2013) 1, pp. 347-346
Persistent link: https://www.econbiz.de/10010113682
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A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability
Brandt, Michael W.; Goyal, Amit; Santa-Clara, Pedro; … - In: The review of financial studies 18 (2013) 3, pp. 831-830
Persistent link: https://www.econbiz.de/10010114559