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Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 智库出版物
2004
作者:  Michael W. Brandt;  Pedro Santa-Clara;  Rossen Valkanov
Adobe PDF(375Kb)  |  收藏  |  浏览/下载:4/0  |  提交时间:2022/10/08
There is a Risk-Return Tradeoff After All 智库出版物
2004
作者:  Eric Ghysels;  Pedro Santa-Clara;  Rossen Valkanov
Adobe PDF(541Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2022/10/08
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 智库出版物
2004
作者:  Eric Ghysels;  Pedro Santa-Clara;  Rossen Valkanov
Adobe PDF(369Kb)  |  收藏  |  浏览/下载:2/0  |  提交时间:2022/10/08