Robust reverse engineering of cross-sectional returns and improved portfolio allocation performance using the CAPM

Journal article

Peer reviewed

Xiaohui Ni, Yannick Malevergne, Didier Sornette and Peter Woehrmann

Journal of Portfolio Management, Vol.37(4), pp.76-85

01/08/2011

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Title: Robust reverse engineering of cross-sectional returns and improved portfolio allocation performance using the CAPM
Creators: Xiaohui Ni (Author)
Yannick Malevergne (Author)
Didier Sornette (Author)
Peter Woehrmann (Author)
Publication Details: Journal of Portfolio Management, Vol.37(4), pp.76-85
Format: 76-85 P.
Identifiers: 9917653709453
Academic Unit: emlyon business school
Language: English
Resource Type: Journal article
Local Fields: 85624