An Out-of-Sample Evaluation of Dynamic Portfolio Strategies (Q4554758)
From MaRDI portal
scientific article; zbMATH DE number 6975936
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Out-of-Sample Evaluation of Dynamic Portfolio Strategies |
scientific article; zbMATH DE number 6975936 |
Statements
An Out-of-Sample Evaluation of Dynamic Portfolio Strategies (English)
0 references
9 November 2018
0 references
out-of-sample portfolio performance
0 references
multiperiod portfolio choice
0 references
time-varying risk premium
0 references
