Can multi-period auto-portfolio systems improve returns? Evidence from Chinese and U.S. stock markets

Autor: Wang, Jianzhou, Lv, Mengzheng, Wang, Shuai, Gao, Jialu, Zhao, Yang, Wang, Qiangqiang
Zdroj: In International Review of Financial Analysis October 2024 95 Part B
Databáze: ScienceDirect