Robust Reverse Engineering of Cross-Sectional Returns and Improved Portfolio Allocation Performance Using the CAPM
Ni, Xiaohui, Malevergne, Yannick, Sornette, Didier, Woehrmann, PeterVolume:
37
Language:
english
Journal:
The Journal of Portfolio Management
DOI:
10.3905/jpm.2011.37.4.076
Date:
July, 2011
File:
PDF, 1.35 MB
english, 2011