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 |
About EDHEC
Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the world’s top 15 business schools. Fully international and directly connected to the business world, EDHEC commands a strong reputation for research excellence and the ability to train entrepreneurs and managers capable of breaking new ground. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching is inspired by its research work and a focus on “learning by doing”, all with the aim of equipping people with the skills to succeed in business.
