Building diversified portfolios that outperform out of sample
Year of publication: |
2016
|
---|---|
Authors: | López de Prado, Marcos M. |
Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 42.2016, 4, p. 59-69
|
Subject: | Portfolio-Management | Portfolio selection | Stichprobenerhebung | Sampling | Kapitaleinkommen | Capital income |
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