Search Results for author: Ernst Schaumburg

Found 1 papers, 1 papers with code

Characteristic-Sorted Portfolios: Estimation and Inference

1 code implementation • 10 Sep 2018 • Matias D. Cattaneo, Richard K. Crump, Max H. Farrell, Ernst Schaumburg

We develop a general framework for portfolio sorting by casting it as a nonparametric estimator.

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