Global ETD Search

Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.

Results

Showing 1 to 1 of 1 for “"unconditional efficiency"”.

  1. Essays in empirical asset pricing and portfolio construction

    … information. Using predictive information unconditionally optimally produces better portfolios than using the predictive information conditionally optimally. Unconditionally optimal portfolios have higher Sharpe ratios and certainty equivalents, plus lower turnover, leverage, losses and …

    cambridge Repository record for Essays in empirical asset pricing and portfolio construction (opens in a new tab)