Skip to content
Log in
Home
Datasets
Search Datasets
datasets
journals
info
1 dataset found
Newest
Oldest
Relevance
Popular
Name Ascending
Name Descending
Last Modified
Go
Tags:
Investment strategy
Formats:
TXT
PDF
Publication Year:
2015
Peter Schanbacher
Averaging Across Asset Allocation Models (replication data)
Combination of asset allocation models is rewarding if (i) the applied risk function is concave and (ii) there is no dominating model. We show that most common risk...
DOI:10.15456/jbnst.2015176.153001
TXT
PDF
