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Francisco Navarro Sanchez

Independent

United States

SCHOLARLY PAPERS

1

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119

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0

Scholarly Papers (1)

1.

Performance of Asset Allocation Strategies in Europe: An Out-of-Sample Assessment

Number of pages: 21 Posted: 01 Aug 2014
Martin Lozano and Francisco Navarro Sanchez
University of Monterrey - UDEM and Independent
Downloads 119 (608,822)

Abstract:

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asset allocation, portfolio choice, estimation error, out-of-sample performance, European portfolios