Multiple tests for the performance of different investment strategies (Q1633252)
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scientific article; zbMATH DE number 6995896
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multiple tests for the performance of different investment strategies |
scientific article; zbMATH DE number 6995896 |
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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0.743889331817627
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0.7343454957008362
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0.7272282838821411
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0.7235819697380066
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0.7213929891586304
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