Characteristic-Sorted Portfolios: Estimation and Inference

Matias D. Cattaneo, Richard K. Crump, Max H. Farrell, Ernst Schaumburg
Staff Reports, Number 788, August 2016

Author Disclosure Statement

Matias D. Cattaneo

I declare that I have no relevant or material financial interests that relate to the research described in my paper entitled “Characteristic-Sorted Portfolios: Estimation and Inference”, joint with Richard Crump, Max Farrell and Ernst Schaumburg.

Richard K. Crump

I declare that I have no relevant or material financial interests that relate to the research described in my paper entitled “Characteristic-Sorted Portfolios: Estimation and Inference”, joint with Matias Cattaneo, Max Farrell and Ernst Schaumburg.

Max H. Farrell

I declare that I have no relevant or material financial interests that relate to the research described in my paper entitled “Characteristic-Sorted Portfolios: Estimation and Inference”, joint with Matias Cattaneo, Richard Crump, and Ernst Schaumburg.

Ernst Schaumburg

I declare that I have no relevant or material financial interests that relate to the research described in my paper entitled “Characteristic-Sorted Portfolios: Estimation and Inference”, joint with Matias Cattaneo, Richard Crump, and Max Farrell.