Supervised portfolios
Author:
Affiliation:
1. AXA IM, Tour Majunga La Défense, 6 Place de la Pyramide, Paris, Puteaux, 92800, France
2. EMLYON Business School, 23 avenue Guy de Collongue, Ecully, 69130, France
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/14697688.2022.2122543
Reference68 articles.
1. Characteristics-based portfolio choice with leverage constraints
2. André, E. and Coqueret, G., Dirichlet policies for reinforced factor portfolios. SSRN Working Paper 3726714, 2020.
3. Value and Momentum Everywhere
4. Benchmarks as Limits to Arbitrage: Understanding the Low-Volatility Anomaly
5. The relationship between return and market value of common stocks
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