A quantitative approach to Faber's tactical asset allocation
Stefano Marmi; Claudio Pacati, Roberto Renò and Wiston Adrián Risso
| Year of publication: |
2013
|
|---|---|
| Authors: | Marmi, Stefano ; Pacati, Claudio ; Renò, Roberto ; Risso, Wiston Adrián |
| Published in: |
International journal of computational economics and econometrics. - Genève [u.a.] : Inderscience Enterprises, ISSN 1757-1170, ZDB-ID 2550146-X. - Vol. 3.2013, 1/2, p. 91-101
|
| Subject: | portfolio management | bootstrap | market efficiency | Portfolio-Management | Portfolio selection | Theorie | Theory | Effizienzmarkthypothese | Efficient market hypothesis | Bootstrap-Verfahren | Bootstrap approach |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010250319