Supervised portfolios
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DOI: 10.1080/14697688.2022.2122543
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Cited by:
- Caldeira, João F. & Santos, André A.P. & Torrent, Hudson S., 2023. "Semiparametric portfolios: Improving portfolio performance by exploiting non-linearities in firm characteristics," Economic Modelling, Elsevier, vol. 122(C).
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This paper has been announced in the following NEP Reports:- NEP-CMP-2023-08-21 (Computational Economics)
- NEP-RMG-2023-08-21 (Risk Management)
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