Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks.

Fousseni Chabi-Yo Chukwuma Dim Grigory Vilkov

Published in: Manag. Sci. (2023)

Keyphrases

sharpe ratio
worst case bounds
upper bound
upper and lower bounds
worst case
error bounds
real time
data sets
knowledge base
multiscale
lower bound
multi class
team members