Parametric Portfolio Policies: Is it still worthwhile to use firm characteristics for large-N portfolio allocation in the presence of transaction costs?

Additional Metadata
Keywords	Minimum-variance portfolio; Estimation risk; Anomalies; Transaction costs; Portfolio weight constraints
Thesis Advisor	Lonn, SOR
Persistent URL	hdl.handle.net/2105/65787
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Samlal, K.D.M. (2023). Parametric Portfolio Policies: Is it still worthwhile to use firm characteristics for large-N portfolio allocation in the presence of transaction costs?. In Econometrie.http://hdl.handle.net/2105/65787

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