Offers an alternative to Markowitz’s “Portfolio Selection”. Outlines the nuts and bolts of correlation between past and future performance, or between expected and actual returns. Explains ...

This is a preview. Log in through your library . Abstract The paper considers a number of problems arising from the test of serial correlation based on the d statistic proposed earlier by the authors ...

The space-time clustering procedure of Mantel was originally designed to relate a matrix of spatial distance measures and a matrix of temporal distance measures in a generalized regression approach.