Cross-Sectional Analysis through Rank-based Dynamic Portfolios
type: Dataset
description: URL des Documents de travail : http://ces.univ-paris1.fr/cesdp/cesdp2012.html
landing page: https://shs.hal.science/halshs-00707430
keyword: analyse-transversale
keyword: continuous-time-random-walk
keyword: cross-section-analysis
keyword: finance
keyword: infoeu-reposemanticsother
keyword: jel-c---mathematical-and-quantitative-methodscc3---multiple-or-simultaneous-equation-models--mul
keyword: jel-c---mathematical-and-quantitative-methodscc4---econometric-and-statistical-methods--special
keyword: marche-aleatoire-en-temps-continu
keyword: mathmath-prmathematics-mathprobability-mathpr
keyword: mathmath-stmathematics-mathstatistics-mathst
keyword: modele-a-base-de-rang
keyword: momentum
keyword: other-publications
keyword: rank-based-models
keyword: shsecohumanities-and-social-scienceseconomics-and-finance
keyword: shsgestionhumanities-and-social-sciencesbusiness-administration
keyword: shsstathumanities-and-social-sciencesmethods-and-statistics
keyword: statthstatistics-statstatistics-theory-statth
issued: 2026-05-15T19:14:58.291474
modified: 2026-05-15T19:14:58.291481
language: en
contact point: Organization
  fn: CCSD

test_moissonnage_selune
type: Agent

Cross-Sectional Analysis through Rank-based Dynamic Portfolios
type: Distribution
format: HTML
access URL: https://shs.hal.science/halshs-00707430
issued: 2026-05-15T19:14:58.353169
modified: 2026-05-15T19:14:58.257958