\(K\)-fold cross validation performance comparisons of six naive portfolio selection rules: how naive can you be and still have successful out-of-sample portfolio performance? (Q1680705): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(K\)-fold cross validation performance comparisons of six naive portfolio selection rules: how naive can you be and still have successful out-of-sample portfolio performance? |
scientific article |
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\(K\)-fold cross validation performance comparisons of six naive portfolio selection rules: how naive can you be and still have successful out-of-sample portfolio performance? (English)
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16 November 2017
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naive diversification
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optimal diversification
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cross validation
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portfolio choice
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