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

EDHEC career support at distance: continuous follow-up and a highly active network
News
- 05-06-2020
After fully digitalising its services, the EDHEC Student Career Centre has been...
How I got my dream internships
News
- 02-06-2020
I originally wanted to be a footballer. I daydreamed about training with the top...
« EDHEC, the best experience of my life so far »
News
- 29-05-2020
WHAT IS YOUR EDUCATIONAL BACKGROUND PRIOR TO EDHEC? Prior to EDHEC, I pursued a...
Meet Valentin Grinner, Pre-Master student
News
- 28-05-2020
Valentin Grinner “I’ve started a MOOC to learn web development” Valentin, 20, is...