Characteristic-Based Equity Portfolios: Economic Value and Dynamic Style-Allocation-Reference-Cited by-同舟云学术

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Characteristic-Based Equity Portfolios: Economic Value and Dynamic Style-Allocation

Published:2014 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Boudt Kris,Wauters Marjan,Ardia David

Publisher

Elsevier BV

Reference60 articles.

1. The performance of characteristic-based indices;N Amenc;European Financial Management,2009

2. Efficient indexation: An alternative to cap-weighted indices;N Amenc;Journal of Investment Management,2011

3. Heteroskedasticity and autocorrelation consistent covariance matrix estimation;D Andrews;Econometrica,1991

4. An improved heteroskedasticity and autocorrelation consistent covariance matrix estimation;D Andrews;Econometrica,1992

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Characteristics-based portfolio choice with leverage constraints;Journal of Banking & Finance;2016-09

2. Characteristics-Based Portfolio Choice with Leverage Constraints;SSRN Electronic Journal;2016

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