Pages that link to "Item:Q879322"
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The following pages link to Is the predictability of emerging and developed stock markets really exploitable? (Q879322):
Displaying 7 items.
- Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets (Q299865) (← links)
- Long-run wavelet-based correlation for financial time series (Q724160) (← links)
- Nonlinearity, data-snooping, and stock index ETF return predictability (Q1042502) (← links)
- Asset allocation with correlation: a composite trade-off (Q1683161) (← links)
- Long horizon predictability: an asset allocation perspective (Q1999642) (← links)
- Are the least successful traders those most likely to exit the market? A survival analysis contribution to the efficient market debate (Q2078000) (← links)
- Synergy frontier of multi-factor stock selection model (Q6105959) (← links)
