Replication Data for: Barroso and Saxena "Lest We Forget: Learn from Out-of-Sample Forecast Errors When Optimizing Portfolios"

Name: Replication Data for: Barroso and Saxena "Lest We Forget: Learn from Out-of-Sample Forecast Errors When Optimizing Portfolios"
Creator: Católica-Lisbon School of Business and Economics
Published: 2021-01-01T00:00:00+08:00

Harvard Dataverse2021-04-01 更新2026-04-09 收录

组合优化

样本外预测误差分析

数据链接：

https://dataverse.harvard.edu/citation?persistentId=doi:10.7910/DVN/3YV9XZ 数据链接链接失效反馈

官方服务：

资源简介：

This has a folder containing the replication package for the Galton method and the respective (non-proprietary part of the) dataset. It contains a "README" file with instructions on how to run the code and interpret the results.

提供机构：

Católica-Lisbon School of Business and Economics

创建时间：

2021-01-01