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?
Year of publication: |
August 2017
|
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Authors: | Haley, M. Ryan |
Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 13.2017, 3, p. 341-353
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Subject: | Naive diversification | Optimal diversification | Cross validation | Portfolio choice | Portfolio-Management | Portfolio selection | Diversifikation | Diversification |
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