Multiple tests for the performance of different investment strategies (Q1633252): Difference between revisions
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Revision as of 05:08, 5 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)
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19 December 2018
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asset allocation
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certainty equivalent
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multiple hypothesis tests
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naive diversification
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out-of-sample performance
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portfolio optimization
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Sharpe ratio
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