When backtesting portfolio strategies, a 9-12 year lookback period is optimal, but incorporating a 25-year lookback can enhance predictiveness. Trimmed alpha is the most predictive performance measure ...
Next, I tested the results of buying and holding this portfolio since 2006, equal weighted. There is some discrepancy with test #1 because in order to generate a 10 month moving average, DBC needed 10 ...
In recent years, ESG investing has gained significant traction in the world of finance. Investors are increasingly looking beyond traditional financial metrics to assess the sustainability and ethical ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback