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

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