Principal Portfolios

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Academic paper

Principal Portfolios

AuthorsBryan T. Kelly; Semyon Malamud; Lasse Heje Pedersen

Institute
  • Capital University
  • National Bureau of Economic Research
  • AQR Capital Management, LLC
  • National Bureau of Economic Research (NBER)
  • Yale SOM
  • Swiss Finance Institute
  • École Polytechnique Fédérale de Lausanne
  • Centre for Economic Policy Research
  • Centre for Economic Policy Research (CEPR)
  • Ecole Polytechnique Federale de Lausanne
  • New York University
  • Copenhagen Business School
  • Copenhagen Business School - Department of Finance
  • New York University (NYU)

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