‡a
Stock return serial dependence and out-of-sample portfolio performance, April 2013:
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t.p. (Francisco J. Nogales, Universidad Carlos III de Madrid)
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Universidad Carlos III de Madrid website, viewed 1 Oct. 2014:
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staff page (Francisco Javier Nogales Martín; Associate Professor at Universidad Carlos III de Madrid (UC3M); B.S. degree in Mathematics (1995) from Universidad Autónoma de Madrid and a Ph.D. in Mathematics (2000) from UC3M)
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stockreturnserialdependenceandoutofsampleportfolioperformanceapril
‡A
Stock return serial dependence and out-of-sample portfolio performance, April 2013:
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