Francisco J. Nogales

发表的论文3 篇，按出版时间

1. 1
   Machine learning and fund characteristics help to select mutual funds with positive alphaJournal of Financial Economics2023114
2. 2
   A Transaction-Cost Perspective on the Multitude of Firm CharacteristicsReview of Financial Studies2019183
3. 3
   Parameter Uncertainty in Multiperiod Portfolio Optimization with Transaction CostsJournal of Financial and Quantitative Analysis201554