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1 Ergebnisse
1
Parametric Portfolio Policies: Exploiting Characteristics i..:
Brandt, Michael W.
;
Santa-Clara, Pedro
;
Valkanov, Rossen
The Review of Financial Studies. 22 (2009) 9 - p. 3411-3447 , 2009
Link:
https://www.jstor.org/stable/40247666
RT Journal T1
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns
UL https://suche.suub.uni-bremen.de/peid=jstor-40247666&Exemplar=1&LAN=DE A1 Brandt, Michael W. A1 Santa-Clara, Pedro A1 Valkanov, Rossen PB Oxford University Press YR 2009 SN 0893-9454 SN 1465-7368 K1 G11 K1 G12 K1 Economics K1 Economic disciplines K1 Financial economics K1 Finance K1 Financial investments K1 Financial portfolios K1 Microeconomics K1 Economic costs and benefits K1 Economic costs K1 Transaction costs K1 Mathematics K1 Pure mathematics K1 Algebra K1 Arithmetic mean K1 Coefficients K1 Financial analysis K1 Risk management K1 Risk aversion K1 Investors K1 Applied mathematics K1 Statistics K1 Applied statistics K1 Statistical results K1 Errors in statistics K1 Standard error K1 Financial markets K1 Asset markets K1 Price momentum K1 Market portfolios K1 Applied economics K1 Economic modeling K1 Economic models K1 Economic forecasting models K1 Yield curves JF The Review of Financial Studies VO 22 IS 9 SP 3411 OP 3447 LK http://dx.doi.org/https://www.jstor.org/stable/40247666 DO https://www.jstor.org/stable/40247666 SF ELIB - SuUB Bremen
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