نتایج جستجو برای: tsujis characteristic
تعداد نتایج: 175135 فیلتر نتایج به سال:
Journal:
:Journal of Physics A: Mathematical and General
1998
Journal:
:Communications of the Korean Mathematical Society
2003
Journal:
:Proceedings of the American Mathematical Society
2001
Journal:
:International Journal for Computational Civil and Structural Engineering
2020
Journal:
:Quantitative Finance
2022
Characteristic-sorted portfolios are the workhorses of modern empirical finance, deployed widely to evaluate anomalies and construct asset pricing models. We propose a new method for their estimation that is simple compute, makes no ex-ante assumption on nature relationship between characteristic returns, does not require ad hoc selections percentile breakpoints or portfolio weighting schemes. ...
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