Market timing in parametric portfolio policies (Q5866976)
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scientific article; zbMATH DE number 7590374
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| default for all languages | No label defined |
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| English | Market timing in parametric portfolio policies |
scientific article; zbMATH DE number 7590374 |
Statements
MARKET TIMING IN PARAMETRIC PORTFOLIO POLICIES (English)
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22 September 2022
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parametric portfolio policy
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market timing
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asset selection
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portfolio optimization
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0.7232819199562073
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0.695687472820282
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0.6914982199668884
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0.6861253380775452
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0.6843591928482056
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