[PDF][PDF] INVITED EDITORIAL COMMENT: Pulling the Goalie: Investment Lessons from Watching Hockey

C Asness, A Brown - Journal of Portfolio Management, 2019 - researchgate.net
Portfolio management is tough. Markets defy pre-diction. Managers must hew rigorously to
timeless principles, while taking immediate notice of changes in market behavior. Risk and …

[PDF][PDF] Pulling the Goalie: Investment Lessons from Watching Hockey

C ASNESS, A BROWN - scholar.archive.org
Portfolio management is tough. Markets defy pre-diction. Managers must hew rigorously to
timeless principles, while taking immediate notice of changes in market behavior. Risk and …

INVITED EDITORIAL COMMENT: Pulling the Goalie: Investment Lessons from Watching Hockey

C Asness, A Brown - Journal of Portfolio Management, 2019 - search.proquest.com
Using data from the 2015− 2016 NHL season, we estimated values of 0.65% per 10-second
interval for input 3, 1.97% for input 4, and 4.30% for input 5.3 This immediately shows that …