Pricing Factors
A study proposes a new method for choosing factors in portfolio management, highlighting announcement return and earnings predictability as key, outperforming other methods.
Featured in No. 69 on 9 Oct 2024 ·
- Released
- 28 Feb 2023
- First featured
- No. 69 · 9 Oct 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4980303
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).