Alberto Martin Utrera

Lancaster University - Lancaster University Management School

Economics Department,

LUMS,

Bailrigg Lancaster, LA1 4YX

United Kingdom

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A Portfolio Perspective on the Multitude of Firm Characteristics

CEPR Discussion Paper No. DP12417
Number of pages: 63 Posted: 06 Nov 2017
Victor DeMiguel, Alberto Martin Utrera, Francisco J. Nogales and Raman Uppal
London Business School, Lancaster University - Lancaster University Management School, Universidad Carlos III de Madrid - Department of Statistics and EDHEC Business School
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Abstract:

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Anomalies, out of sample performance, Risk, transaction costs