Fingerprint
Dive into the research topics of 'Long/Short Equity Risk Premia Parity Portfolios via Implicit Factors in Regularized Covariance Regression'. Together they form a unique fingerprint.- Sort by
- Weight
- Alphabetically
Long/Short Equity Risk Premia Parity Portfolios via Implicit Factors in Regularized Covariance Regression
Cole van Jaarsveldt, Gareth W. Peters, Matthew Ames, Michael John Chantler
Research output: Contribution to journal › Article › peer-review
4
Downloads
(Pure)