Power Sorting
The article suggests a new method for creating characteristic-based equity factors called power sorting, showing its superior performance and applicability to multifactor strategies.
Featured in No. 14 on 30 Aug 2023 · 5 days after release · 2 citations today
- Released
- 25 Aug 2023
- First featured
- No. 14 · 30 Aug 2023
- Citations (Semantic Scholar)
- 2
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 12
- Identifier
- SSRN 4552208
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).