Positive Portfolio Factors

Stephen Brown (), William Goetzmann and Mark Grinblatt

Yale School of Management Working Papers from Yale School of Management

Abstract: We use an iterative relocation algorithm to identify factors

Date: 1998-04-01, Revised 2008-04-01
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https://repec.som.yale.edu/icfpub/publications/2506.pdf (application/pdf)

Related works:
Working Paper: Positive Portfolio Factors (2008)
Working Paper: Positive Portfolio Factors (2004)
Working Paper: Positive Portfolio Factors (1998)
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Persistent link: https://EconPapers.repec.org/RePEc:ysm:wpaper:ysm87

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