Covariance, Correlation, and Portfolios
Tests based on paired comparisons discussed in Class 8 are often able to detect differences that would require much larger samples without the pairing. Why does this pairing work?
KeywordsStock Market Optimal Portfolio Efficient Frontier Short Selling Monthly Return
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
Unable to display preview. Download preview PDF.
© Springer Science+Business Media New York 1998