Efficient sorting : a more powerful test for cross-sectional anomalies
Olivier Ledoit, Michael Wolf and Zhao Zhao
| Year of publication: |
2019
|
|---|---|
| Authors: | Ledoit, Olivier ; Wolf, Michael ; Zhao, Zhao |
| Subject: | cross-section of returns | dynamic conditional correlations | GARCH | Markowitz port-folio selection | nonlinear shrinkage | Kapitaleinkommen | Capital income | Korrelation | Correlation | ARCH-Modell | ARCH model | Theorie | Theory | Effizienzmarkthypothese | Efficient market hypothesis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nby015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012152240