\(K\)-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)
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scientific article; zbMATH DE number 6807716
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| 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; zbMATH DE number 6807716 |
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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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0.7935216
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0.7761481
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0.7732904
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0.7732355
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0.7716538
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0.7702256
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0.7695264
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0.76798195
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