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Beschreibung
The first chapter utilizes seventeen years of comprehensive daily portfolio and trading data to analyze the relative trading performance of the universe of households, all domestic financial institutions, and all foreign institutions, in the Finnish market. I introduce a new methodology, dubbed "holding-period-invariant" portfolios, which is demonstrably superior to the conventional calendar-time methodology.
Details
| Verlag | Hui Lu |
| Ersterscheinung | November 2022 |
| Maße | 22.9 cm x 15.2 cm x 1.2 cm |
| Gewicht | 312 Gramm |
| Format | Softcover |
| ISBN-13 | 9786481707935 |
| Seiten | 210 |
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