Building Diversified Portfolios that Outperform Out of Sample

By Marcos M. López de Prado. Journal of Portfolio Management, 2016

221 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/f1c44fb9774e4ccce73e197cba25d69ea45dbfe1