Portfolio Optimization Efficiency Test Considering Data Snooping Bias
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DOI: 10.2478/bsrj-2020-0016
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More about this item
Keywords
data snooping bias; financial crisis; hypothesis test; minimum-risk portfolio; portfolio optimization;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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