Portfolio risk.
收藏Figshare2015-12-02 更新2026-04-29 收录
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https://figshare.com/articles/dataset/_Portfolio_risk_/738749
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资源简介：
Mean absolute deviations, mean squared deviations, Sharpe-Ratio and turnover of the resulting portfolios for the different covariance estimators and the different markets. DVA mean significantly better/worse than this model at the 5% level, tested by a randomization test.
创建时间：
2015-12-02
