Testing out-of-sample portfolio performance
نویسندگان
چکیده
منابع مشابه
Dynamic Strategies, Asset Pricing Models, and the Out-of-Sample Performance of the Tangency Portfolio
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ژورنال
عنوان ژورنال: International Journal of Forecasting
سال: 2019
ISSN: 0169-2070
DOI: 10.1016/j.ijforecast.2018.09.010