Modeling asset allocation strategies and a new portfolio performance score
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- Cyril Bachelard & Apostolos Chalkis & Vissarion Fisikopoulos & Elias Tsigaridas, 2024. "Randomized Control in Performance Analysis and Empirical Asset Pricing," Papers 2403.00009, arXiv.org.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2021-01-18 (Computational Economics)
- NEP-FMK-2021-01-18 (Financial Markets)
- NEP-RMG-2021-01-18 (Risk Management)
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