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Portfolio efficiency with high-dimensional data as conditioning information
Vigo, Caio - In: International review of financial analysis 77 (2021), pp. 1-23
Persistent link: https://www.econbiz.de/10012806338
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Do we need higher-order comoments to enhance mean-variance portfolios? : evidence from a simplified jump process
Khashanah, Khaldoun; Simaan, Majeed; Simaan, Yusif E. - In: International review of financial analysis 81 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013396207
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A study of cross-industry return predictability in the Chinese stock market
Ellington, Michael; Stamatogiannis, Michalis P.; Zheng, … - In: International review of financial analysis 83 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013455047