A Strategy-Proof Test of Portfolio Returns.
Traditional methods for analyzing portfolio returns often rely on multifactor risk assessment, and tests of significance are typically based on variants of the t-test. This approach has serious limitations when analyzing the returns from dynamically traded portfolios that include derivative positio...
| Main Authors: | , |
|---|---|
| Format: | Working paper |
| Jezik: | English |
| Izdano: |
Department of Economics (University of Oxford)
2011
|
Search Result 1
Search Result 2
