Asset allocation strategies, data snooping, and the 1 / N rule
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DOI: 10.1016/j.jbankfin.2018.09.021
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- Mayoral, Silvia & Moreno, David & Zareei, Abalfazl, 2022. "Using a hedging network to minimize portfolio risk," Finance Research Letters, Elsevier, vol. 44(C).
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More about this item
Keywords
Reality check; Portfolio strategies; Data-snooping bias;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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