Research and publications

Stock Return Serial Dependence and Out-of-Sample Portfolio Performance

Review of Financial Studies, Volume 27, Issue 2, February 2014, pp1-43.

Author(s):

Victor DeMiguel, Francisco J. Nogales, Raman Uppal

Summary:

Review of Financial Studies, Volume 27, Issue 2, February 2014, pp1-43.

Type : Academic Publication
Date : 01/01/2014