Evaluation methods for portfolio management
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Publication:6578151
DOI10.1002/ASMB.2535MaRDI QIDQ6578151FDOQ6578151
Wai Keung Li, Keith K. F. Law, Philip L. H. Yu
Publication date: 25 July 2024
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
information ratioasymptotic analysistracking errorequivalence testingpassive vs active portfolio management
Cites Work
- Large Sample Properties of Generalized Method of Moments Estimators
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- Distribution of the Estimators for Autoregressive Time Series With a Unit Root
- On a measure of lack of fit in time series models
- Optimum consumption and portfolio rules in a continuous-time model
- Testing Statistical Hypotheses of Equivalence and Noninferiority
- Title not available (Why is that?)
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