Asset allocation strategies, data snooping, and the 1/N rule
Year of publication: |
December 2018
|
---|---|
Authors: | Hsu, Po-Hsuan ; Han, Qiheng ; Wu, Wensheng ; Cao, Zhiguang |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 97.2018, p. 257-269
|
Subject: | Reality check | Portfolio strategies | Data-snooping bias | Portfolio-Management | Portfolio selection |
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