Performance Evaluation of Zero Net-Investment Strategies
收藏NBER2011-06-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w17150
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资源简介：
This paper introduces new nonparametric statistical methods to evaluate zero-cost investment strategies. We focus on directional trading strategies, risk-adjusted returns, and the investor's decisions under uncertainty as the core of our analysis. By relying on classification tools with a long
提供机构：
美国国家经济研究局
创建时间：
2011-06-01
