Asset allocation strategies, data snooping, and the 1 / N...

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Asset allocation strategies, data snooping, and the 1 / N rule

Hsu, Po-Hsuan, Han, Qiheng, Wu, Wensheng, Cao, Zhiguang
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Language:
english
Journal:
Journal of Banking & Finance
DOI:
10.1016/j.jbankfin.2018.09.021
Date:
October, 2018
File:
PDF, 889 KB
english, 2018
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