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Portfolio Optimization Efficiency Test Considering Data Snooping Bias Cover

Portfolio Optimization Efficiency Test Considering Data Snooping Bias

Business Systems Research Journal
Volume 11 (2020): Issue 2 (October 2020)
By: Aleš Kresta and  Anlan Wang  
Open Access
|Oct 2020

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DOI: https://doi.org/10.2478/bsrj-2020-0016 | Journal eISSN: 1847-9375 | Journal ISSN: 1847-8344
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Language: English
Page range: 73 - 85
Submitted on: Jan 31, 2020
Accepted on: Jul 6, 2020
Published on: Oct 29, 2020
Published by: IRENET - Society for Advancing Innovation and Research in Economy
In partnership with: Paradigm Publishing Services
Publication frequency: 2 issues per year
Keywords:
data snooping bias,
financial crisis,
hypothesis test,
minimum-risk portfolio,
portfolio optimization
Related subjects:
Business and economics,
Business management,
Management, organization, corporate governance,
Business management, other,
Mathematics and statistics for economists,
Mathematics

© 2020 Aleš Kresta, Anlan Wang, published by IRENET - Society for Advancing Innovation and Research in Economy
This work is licensed under the Creative Commons Attribution 4.0 License.

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