A test on the location of the tangency portfolio on the set of feasible portfolios (Q2656730)
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scientific article; zbMATH DE number 7323521
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| English | A test on the location of the tangency portfolio on the set of feasible portfolios |
scientific article; zbMATH DE number 7323521 |
Statements
A test on the location of the tangency portfolio on the set of feasible portfolios (English)
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16 March 2021
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tangency portfolio
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feasible portfolios
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test theory
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power function
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out-of-sample performance
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0.8315308690071106
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0.7666944265365601
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0.7639331221580505
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0.7555227279663086
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