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Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns. (2004). Valkanov, Rossen ; Santa-Clara, Pedro ; Brandt, Michael W..
In: NBER Working Papers.
RePEc:nbr:nberwo:10996.

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Cited: 3

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Cites: 40

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Cocites: 50

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Citations received by this document

  1. Factor tilting for expected utility maximization. (2010). de Boer, Sanne.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:11:y:2010:i:1:d:10.1057_jam.2009.24.

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  2. On the determinants of net international portfolio flows: A global perspective. (2009). Lührmann, Melanie ; De Santis, Roberto ; Luhrmann, Melanie.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:28:y:2009:i:5:p:880-901.

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  3. On the determinants of external imbalances and net international portfolio flows: a global perspective. (2006). Lührmann, Melanie ; Luhrmann, Melanie ; De Santis, Roberto A.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006651.

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References

References cited by this document

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