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1 Ergebnisse
1
Stock Return Serial Dependence and Out-of-Sample Portfolio ..:
DeMiguel, Victor
;
Nogales, Francisco J.
;
Uppal, Raman
The Review of Financial Studies. 27 (2014) 4 - p. 1031-1073 , 2014
Link:
https://www.jstor.org/stable/24465386
RT Journal T1
Stock Return Serial Dependence and Out-of-Sample Portfolio Performance
UL https://suche.suub.uni-bremen.de/peid=jstor-24465386&Exemplar=1&LAN=DE A1 DeMiguel, Victor A1 Nogales, Francisco J. A1 Uppal, Raman PB Oxford University Press YR 2014 SN 0893-9454 SN 1465-7368 K1 Economics K1 Economic disciplines K1 Financial economics K1 Finance K1 Financial investments K1 Financial portfolios K1 Arbitrage K1 Information science K1 Data products K1 Datasets K1 Mathematics K1 Applied mathematics K1 Statistics K1 Applied statistics K1 Statistical models K1 Vector autoregression K1 Investment returns K1 Expected returns K1 Microeconomics K1 Economic costs and benefits K1 Economic costs K1 Transaction costs K1 Pure mathematics K1 Linear algebra K1 Matrix theory K1 Matrices K1 Covariance matrices K1 Financial markets K1 Asset markets K1 Price momentum K1 Descriptive statistics K1 Measures of variability K1 Statistical variance K1 Financial management K1 Portfolio management K1 Portfolio performance JF The Review of Financial Studies VO 27 IS 4 SP 1031 OP 1073 LK http://dx.doi.org/https://www.jstor.org/stable/24465386 DO https://www.jstor.org/stable/24465386 SF ELIB - SuUB Bremen
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