The performance of market timing measures in a simulated environment
Year of publication: |
May 2016
|
---|---|
Authors: | Chrétien, Stéphane ; Coggins, Frank ; Amours, Félix d' |
Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 2145284-2. - Vol. 20.2016, 3, p. 1153-1187
|
Subject: | Portfolio-Management | Portfolio selection | Zeit | Time | Performance-Messung | Performance measurement | Simulation |
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