Multiple tests for the performance of different investment strategies (Q1633252): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2035963830 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Revision as of 19:49, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiple tests for the performance of different investment strategies |
scientific article |
Statements
Multiple tests for the performance of different investment strategies (English)
0 references
19 December 2018
0 references
asset allocation
0 references
certainty equivalent
0 references
multiple hypothesis tests
0 references
naive diversification
0 references
out-of-sample performance
0 references
portfolio optimization
0 references
Sharpe ratio
0 references
