The univariate collapsing method for portfolio optimization
Year of publication: |
2017
|
---|---|
Authors: | Paolella, Marc S. |
Published in: |
Econometrics. - Basel : MDPI, ISSN 2225-1146. - Vol. 5.2017, 2, p. 1-33
|
Publisher: |
Basel : MDPI |
Subject: | asset allocation | backtest-overfitting | non-ellipticity |
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