In the portfolio choice analysis, we restricted our sample to all assets trading every day since 2000.

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In the portfolio choice analysis, we restricted our sample to all assets trading every day since 2000. How is such a decision a problem when you want to infer future expected portfolio performance from the results?

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Tidy Finance With R

ISBN: 9781032389349

1st Edition

Authors: Christoph Scheuch, Stefan Voigt, Patrick Weiss

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Question Posted: Oct 22, 2024 10:00 AM

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In the portfolio choice analysis, we restricted our sample to all assets trading every day since 2000.

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Tidy Finance With R

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