Long-term strategic asset allocation : an out-of-sample evaluation
Bart Diris; Franz Palm; Peter Schotman
| Year of publication: |
2015
|
|---|---|
| Authors: | Diris, Bart ; Palm, Franz C. ; Schotman, Peter C. |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 61.2015, 9, p. 2185-2202
|
| Subject: | strategic asset allocation | out-of-sample analysis | performance evaluation | finance | portfolio | Portfolio-Management | Portfolio selection | Theorie | Theory | Performance-Messung | Performance measurement |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011372433