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 ...

Pierre Dutilleul, Jason D. Stockwell, Dominic Frigon, Pierre Legendre, The Mantel Test versus Pearson's Correlation Analysis: Assessment of the Differences for Biological and Environmental Studies, ...