Open AccessDoes forecasting improve portfolio management returns? Empirical results from strategy backtesting
Publication year - 2022
Publication title -
mathematical finance letters
Language(s) - English
Resource type - Journals
ISSN - 2051-2929
DOI - 10.28919/mfl/7643
Subject(s) - econometrics , portfolio , sharpe ratio , autoregressive model , investment strategy , project portfolio management , economics , macro , position (finance) , computer science , financial economics , finance , management , project management , market liquidity , programming language
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