The post-publication decay of a predictor is the fall of its return, or its IC, after the study that documented it was published, relative to the period the study could have examined.
Quantitative Finance · Glosario
Quantitative Finance · Glosario
The post-publication decay of a predictor is the fall of its return, or its IC, after the study that documented it was published, relative to the period the study could have examined.