Investing in disappearing anomalies (Q4555635)
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scientific article; zbMATH DE number 6981926
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Investing in disappearing anomalies |
scientific article; zbMATH DE number 6981926 |
Statements
Investing in Disappearing Anomalies (English)
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20 November 2018
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portfolio decisions
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short-term index autocorrelations
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out-of-sample outperformance
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0.7650005221366882
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0.6976304650306702
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0.6893624663352966
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0.6862332820892334
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0.665452778339386
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