An out-of-sample evaluation of dynamic portfolio strategies (Q4554758)
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scientific article; zbMATH DE number 6975936
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An out-of-sample evaluation of dynamic portfolio strategies |
scientific article; zbMATH DE number 6975936 |
Statements
An Out-of-Sample Evaluation of Dynamic Portfolio Strategies (English)
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9 November 2018
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out-of-sample portfolio performance
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multiperiod portfolio choice
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time-varying risk premium
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0.7681844830513
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0.7675186395645142
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0.7428351640701294
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0.7396038770675659
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0.7370800375938416
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