K-fold cross validation performance comparisons of six naive portfolio selection rules: how naive can you be and still have successful out-of-sample portfolio performance?
Crossref DOI link: https://doi.org/10.1007/s10436-017-0301-4
Published Online: 2017-07-14
Published Print: 2017-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Haley, M. Ryan
License valid from 2017-07-14