(PDF) Parametric Portfolio Policies: Exploiting

Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns

SSRN Electronic Journal

doi 10.2139/ssrn.661343

Full Text

Abstract

Available in full text

Date

January 1, 2004

Authors

Michael W. Brandt

Pedro Santa-Clara

Rossen I. Valkanov

Publisher

Elsevier BV

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