Bowei Li

University of Melbourne, Department of Finance, Students

PhD Candidate

Melbourne

Australia

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1.

Sample Selection Bias, Return Moments, and the Performance of Optimal versus Naive Diversification

29th Australasian Finance and Banking Conference 2016
Number of pages: 53 Posted: 18 Aug 2016 Last Revised: 10 Nov 2016
Bowei Li
University of Melbourne, Department of Finance, Students
Downloads 51 (380,314)
Citation 1

Abstract:

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sample selection bias, mean-variance portfolio, performance test, predictability