/Shiller crash confidence index and the Duke/CFO survey responses, and yet contain additional information. Our analysis points out …

investment process, there are numerous decision points at which the results of empirical analyses influence the process. Problems … related to the assessment of investment strategies, e.g. by means of backtests, problems related to the evaluation of …, problems related to the selection of investment instruments, such as the selection of funds, or problems related to the …

investment between a market index and a risk-free asset, we generate scenarios of future return according to a momentum … excess return, 2) mean-risk strategies generally provide better returns whereas risk parity strategies have less investment … risk, and 3) controlling CVaR limits the investment risk better than controlling variance does …