Frahm, Gabriel; Wickern, Tobias; Wiechers, Christof - 2010
multiple-testing literature. We test whether it is possible to beat a trivial strategy by at least one of the non …-trivial strategies, whether the trivial strategy is better than every non-trivial strategy, and which of the non-trivial strategies are …, covering the last 4 decades. -- Asset allocation ; Certainty equivalent ; Investment strategy ; Markowitz ; Multiple tests …
