Positive Portfolio Factors
AbstractWe use an iterative relocation algorithm to identify factors
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Bibliographic InfoPaper provided by Yale School of Management in its series Yale School of Management Working Papers with number ysm87.
Date of creation: 01 Apr 1998
Date of revision: 01 Apr 2008
Other versions of this item:
- Stephen J. Brown & William N. Goetzmann & Mark Grinblatt, 2004. "Positive Portfolio Factors," Yale School of Management Working Papers ysm27, Yale School of Management.
- Stephen J. Brown & William N. Goetzmann & Mark Grinblatt, 1998. "Positive Portfolio Factors," NBER Working Papers 6412, National Bureau of Economic Research, Inc.
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