Stock Return Serial Dependence and Out-of-Sample Portfolio Performance

Review of Financial Studies, Volume 27, Issue 2, February 2014, pp1-43.

Author(s):

Victor DeMiguel

Francisco J. Nogales

Review of Financial Studies, Volume 27, Issue 2, February 2014, pp1-43.

Type: Academic publication
Date: le 01/01/2014
Source : Review of Financial Studies

See Also

Accounting for Finance is Key for Climate Mitigation Pathways
News
- 26-10-2021
Irene Monasterolo has been invited by the International Monetary Fund (IMF) to conduct...
From finance to sustainable business
News
- 26-10-2021
Joëlle Kanyana decided to join EDHEC to shift her career from finance to sustainability...
EDHEC partners KPMG on a new training programme for family businesses, Family Shift
News
- 25-10-2021
On 14 October, Benoît Arnaud, Director of Programmes at EDHEC Business School and Axel...
AGORA MEETS BERTRAND BADIE, POLITICAL SCIENTIST AND INTERNATIONAL RELATIONS SPECIALIST
News
- 21-10-2021
Agora students held another 'Rencontre de l'Agora' event on Wednesday 19 October, this...