Optimal characteristic portfolios

Mcgee, Richard and Olmo, Jose (2022) Optimal characteristic portfolios. SSRN Electronic Journal. (doi:10.2139/ssrn.3638177). (In Press)

Record type: Article

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McGee_Olmo_revised - Accepted Manuscript

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Accepted/In Press date: 21 June 2022

Related URLs:

Local EPrints ID: 468295

URI: http://eprints.soton.ac.uk/id/eprint/468295

PURE UUID: 9cb340ad-4dc9-4cf4-8b34-2cb563fd3ba0

ORCID for Jose Olmo:

orcid.org/0000-0002-0437-7812

Date deposited: 09 Aug 2022 16:59

Last modified: 17 Mar 2024 03:32

Author: Richard Mcgee

Author: Jose Olmo

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