Stock return serial dependence and out-of-sample portfolio performance :: Victor DeMiguel :: Centre for Economic Policy Research :: OBNB, the Open British National Bibliography

Publication Data

Title Stock return serial dependence and out-of-sample portfolio performance
Author Victor DeMiguel
Contributors Francisco J. Nogales, Raman Uppal, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 0000
Publication location London

Descriptive Notes

"Financial economics"--Cover.

Topics

Stocks :: Rate of return
Portfolio management

Catalogue Data

OBNB ID GBB436532
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.6322

ISBD

P1053 60 pages
P1042 Includes bibliographical references.

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Stock return serial dependence and out-of-sample portfolio performance by Victor DeMiguel. Published by Centre for Economic Policy Research. Publication and catalogue information, links to buy online and reader comments.