SSRNEconometrics & Forecasting
Disciplining Forecasts
The research introduces a portfolio optimization framework for the top 500 U.S. stocks, showing that efficient use of characteristic information and risk management can surpass value-weighted portfolios.
Featured in No. 78 on 12 Dec 2024 ·
- Released
- 31 Mar 2023
- First featured
- No. 78 · 12 Dec 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 5046369
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).