A theoretical foundation of portfolio resampling
Year of publication: |
July 2015
|
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Authors: | Frahm, Gabriel |
Published in: |
Theory and decision : an international journal for multidisciplinary advances in decision science. - Dordrecht [u.a.] : Springer, ISSN 0040-5833, ZDB-ID 189247-2. - Vol. 79.2015, 1, p. 107-132
|
Subject: | Asset allocation | Mean-variance analysis | Noise trader | Out-of-sample performance | Portfolio resampling | Resampled efficiency | Signal trader | Theorie | Theory | Portfolio-Management | Portfolio selection |
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