publication

A Strategy-proof Test of Portfolio Returns

Name: The Institute for New Economic Thinking at the Oxford Martin School
Address: Eagle House, Walton Well Road, Oxford, Oxfordshire, OX2 6ED, UK
Telephone: +44 (0)1865 288895
Price range: $

04 May 12

Citation:

Foster, D.P. and H.P. Young, (2012). `A strategy-proof test of portfolio returns’. Quantitative Finance, 12: 671–683

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Authors

Dean P. Foster
H. Peyton Young

Type

Paper