New Class Anomalies: ADE Portfolio
ADE Portfolio: The article introduces a new framework to exploit asset pricing anomalies without depending on traditional long-short portfolio construction, showing high efficiency in cross-sectional pricing.
Featured in No. 87 on 5 Mar 2025 · 13 days after release
- Released
- 20 Feb 2025
- First featured
- No. 87 · 5 Mar 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 59
- Identifier
- SSRN 5145529
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).