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Data snooping bias in tests of the relative performance of multiple forecasting models
Anghel, Dan Gabriel
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012820405
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Asset allocation strategies, data snooping, and the 1/N rule
Hsu, Po-Hsuan
;
Han, Qiheng
;
Wu, Wensheng
;
Cao, Zhiguang
- In:
Journal of banking & finance
97
(
2018
),
pp. 257-269
Persistent link: https://www.econbiz.de/10011968739
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