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Tags:
portfolio allocation
Volumes:
235
Journals:
Journal of Economics and Statistics
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
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