ROBUST REVERSE ENGINEERING OF CROSS-SECTIONAL RETURNS AND IMPROVED PORTFOLIO ALLOCATION PERFORMANCE USING THE CAPM
| Year of publication: |
2011
|
|---|---|
| Authors: | Ni, Xiaohui ; Malevergne, Yannick ; Sornette, Didier ; Woehrmann, Peter |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Institutional Investor, ISSN 0095-4918, ZDB-ID 1971451. - Vol. 37.2011, 4, p. 76-86
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