Parametric portfolio policies: Exploiting characteristics in the cross-section of equity returns

Review of Financial Studies

Volumn 22, Issue 9, 2009, Pages 3411-3447

  Brandt, Michael W ^a   Santa Clara, Pedro ^b   Valkanov, Rossen ^c  

^a DUKE UNIVERSITY   (United States)

^b UNIVERSIDADE NOVA DE LISBOA   (Portugal)

^c UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 71949092395     PISSN: 08939454     EISSN: 14657368     Source Type: Journal    
DOI: 10.1093/rfs/hhp003     Document Type: Article

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