Rossen Valkanov
AuthID: R-006-M3F
1
TITLE: Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns Full Text
AUTHORS: Michael W Brandt; Pedro Santa Clara; Rossen Valkanov;
PUBLISHED: 2009, SOURCE: REVIEW OF FINANCIAL STUDIES, VOLUME: 22, ISSUE: 9
AUTHORS: Michael W Brandt; Pedro Santa Clara; Rossen Valkanov;
PUBLISHED: 2009, SOURCE: REVIEW OF FINANCIAL STUDIES, VOLUME: 22, ISSUE: 9