Long horizon predictability: An asset allocation perspective

European Journal of Operational Research, Volume 278, Issue 3, 1 November 2019, Pages 961-975

Author(s):

Abraham Lioui

EDHEC Business School

Patrice Poncet

ESSEC Business School

European Journal of Operational Research, Volume 278, Issue 3, 1 November 2019, Pages 961-975

Type: Academic publication
Date: le 01/11/2019
Research Cluster : Finance
Source : European Journal of Operational Research

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