5.19. (a) Why do portfolio managers who use the Z-score typically eliminate Z-scores with absolute values greater

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5.19.

(a) Why do portfolio managers who use the Z-score typically eliminate Z-scores with absolute values greater than 3?

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Quantitative Equity Portfolio Management

ISBN: 9780071459396

1st Edition

Authors: Ludwig B Chincarini, Daehwan Kim

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Question Posted: Oct 24, 2024 07:03 AM

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5.19. (a) Why do portfolio managers who use the Z-score typically eliminate Z-scores with absolute values greater than 3?
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5.19. (a) Why do portfolio managers who use the Z-score typically eliminate Z-scores with absolute values greater

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Quantitative Equity Portfolio Management

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