Stock return serial dependence and out-of-sample portfolio performance
Victor DeMiguel; Francisco J. Nogales; Raman Uppal
| Year of publication: |
2014
|
|---|---|
| Authors: | DeMiguel, Victor ; Nogales, Francisco J. ; Uppal, Raman |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 27.2014, 4, p. 1031-1073
|
| Subject: | Kapitalmarktrendite | Capital market returns | VAR-Modell | VAR model | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Welt | World | 1970-2011 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010370827