Minimum Holding Period Analysis
The study warns that relying on short-term metrics or a single simulation method can lead to misleading conclusions about a portfolio strategy's ability to outperform a benchmark due to market volatility and structural shifts.
Featured in No. 78 on 12 Dec 2024 · 3 days after release
- Released
- 9 Dec 2024
- First featured
- No. 78 · 12 Dec 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 7
- Identifier
- SSRN 5050385
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).