2023-01-10
Parametric Portfolio Policies: Is it still worthwhile to use firm characteristics for large-N portfolio allocation in the presence of transaction costs?
Publication
Publication
Additional Metadata | |
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Lonn, SOR | |
hdl.handle.net/2105/65787 | |
Econometrie | |
Organisation | Erasmus School of Economics |
Samlal, K.D.M. (2023, January 10). Parametric Portfolio Policies: Is it still worthwhile to use firm characteristics for large-N portfolio allocation in the presence of transaction costs?. Econometrie. Retrieved from http://hdl.handle.net/2105/65787
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