haku: @author McQueen, G. / yhteensä: 4
viite: 2 / 4
| Tekijä: | McQueen, G. Thorley, S. |
| Otsikko: | Mining fool's gold |
| Lehti: | Financial Analysts' Journal
1999 : MAR/APR, VOL. 55:2, p. 61-72 |
| Asiasana: | FINANCE DATA COLLECTION PORTFOLIO MANAGEMENT |
| Kieli: | eng |
| Tiivistelmä: | The authors discuss the popular Motley Fool's Foolish Four portfolio as a case study in data mining. The authors document the performance of the Foolish Four portfolio and use it to illustrate the mistaken inferences that can plague any investment research project. The authors describe the warning signs of data mining and discuss the antidotes to it - out-of-sample tests and the adjustment of returns for risks, transactions costs, and taxes. |
SCIMA