\(K\)-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?
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Publication:1680705
DOI10.1007/s10436-017-0301-4zbMath1411.91505OpenAlexW2734987055MaRDI QIDQ1680705
Publication date: 16 November 2017
Published in: Annals of Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10436-017-0301-4
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