Pages that link to "Item:Q4554758"
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The following pages link to An Out-of-Sample Evaluation of Dynamic Portfolio Strategies (Q4554758):
Displaying 7 items.
- Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets (Q299865) (← links)
- \(K\)-fold cross validation performance comparisons of six naive portfolio selection rules: how naive can you be and still have successful out-of-sample portfolio performance? (Q1680705) (← links)
- Time-consistent strategies for multi-period portfolio optimization with/without the risk-free asset (Q1721408) (← links)
- DEA frontier improvement and portfolio rebalancing: an application of China mutual funds on considering sustainability information disclosure (Q1744488) (← links)
- Factor investing for the long run (Q2661656) (← links)
- Portfolio performance of linear SDF models: an out-of-sample assessment (Q4554506) (← links)
- Time-consistent strategies for multi-period mean-variance portfolio optimization with the serially correlated returns (Q5077224) (← links)