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A Portfolio Perspective on the Multitude of Firm Characteristics. (2017). de Miguel, Victor ; Uppal, Raman ; Nogales, Francisco J ; Martin-Utrera, Alberto ; Demiguel, Victor.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:12417.

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Cites: 65

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Cocites: 50

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  1. Bottom-up versus top-down factor investing: an alpha forecasting perspective. (2021). Heinrich, Lars ; Zurek, Martin.
    In: Journal of Asset Management.
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  2. Open source cross-sectional asset pricing. (2020). Zimmermann, Tom ; Chen, Andrew Y.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:2004.

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  3. Refined model of the covariance/correlation matrix between securities. (2020). Valeyre, Sebastien.
    In: Papers.
    RePEc:arx:papers:2001.08911.

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  4. Paper profits or real money? Trading costs and stock market anomalies in country ETFs. (2018). Zaremba, Adam ; Andreu, Laura.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:56:y:2018:i:c:p:181-192.

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  5. Factors that Fit the Time Series and Cross-Section of Stock Returns. (2018). Lettau, Martin ; Pelger, Markus.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13049.

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  6. Shrinking the Cross Section. (2017). Nagel, Stefan ; Santosh, Shrihari ; Kozak, Serhiy.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:24070.

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  7. Shrinking the Cross Section. (2017). Nagel, Stefan ; Santosh, Shrihari ; Kozak, Serhiy.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12463.

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