The Effects of the Sample Size, the Investment Horizon and the Market Conditions on the Validity of Composite Performance Measures: A Generalization
From MaRDI portal
Publication:5139496
DOI10.1142/9789811202391_0068zbMath1451.91172OpenAlexW3085904772MaRDI QIDQ5139496
Publication date: 9 December 2020
Published in: Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2142/29317
Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)
This page was built for publication: The Effects of the Sample Size, the Investment Horizon and the Market Conditions on the Validity of Composite Performance Measures: A Generalization