Semiparametric portfolios: Improving portfolio performance by exploiting non-linearities in firm characteristics
| العنوان: | Semiparametric portfolios: Improving portfolio performance by exploiting non-linearities in firm characteristics |
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| المؤلفون: | João F. Caldeira, André A.P. Santos, Hudson S. Torrent |
| المصدر: | Economic Modelling. 122:106239 |
| بيانات النشر: | Elsevier BV, 2023. |
| سنة النشر: | 2023 |
| مصطلحات موضوعية: | Economics and Econometrics |
| تدمد: | 0264-9993 |
| DOI: | 10.1016/j.econmod.2023.106239 |
| URL الوصول: | https://explore.openaire.eu/search/publication?articleId=doi_________::32a0563a418d97ba1bf5d43a43118dda https://doi.org/10.1016/j.econmod.2023.106239 |
| Rights: | CLOSED |
| رقم الانضمام: | edsair.doi...........32a0563a418d97ba1bf5d43a43118dda |
| قاعدة البيانات: | OpenAIRE |
| تدمد: | 02649993 |
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| DOI: | 10.1016/j.econmod.2023.106239 |