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Pedro Venturi

Queen Mary University of London

Graduate Student

SCHOLARLY PAPERS

1

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490

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0

Scholarly Papers (1)

1.

Weak Signals, Small Bets: A Portfolio Perspective on Firm Characteristics

Number of pages: 69 Posted: 17 Dec 2024 Last Revised: 03 Jul 2026
Daniele Bianchi and Pedro Venturi
Queen Mary University of London and Queen Mary University of London
Downloads 490 (148,764)

Abstract:

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Parametric Portfolios, Factor Investing, Ridge Regularization, Asset Pricing, Transaction Costs, Bayesian Methods.