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Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 参数化投资组合策略:利用股票收益横截面的特征
Cross Section of Stock Returns Pub Date : 2004-12-01 DOI: 10.2139/ssrn.661343
Michael W. Brandt, Pedro Santa-clara, Rossen Valkanov
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引用次数: 418
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