Targets, predictability, and performance
Francisco Peñaranda, Liuren Wu
| Year of publication: |
2022
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|---|---|
| Authors: | Peñaranda, Francisco ; Wu, Liuren |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 68.2022, 2, p. 1537-1555
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| Subject: | market timing | return targeting | risk targeting | Sharpe ratio | information ratio | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Risiko | Risk | Prognoseverfahren | Forecasting model | Theorie | Theory | Betriebliche Kennzahl | Financial ratio | Performance-Messung | Performance measurement |
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