An Examination of Resampled Portfolio Efficiency : A Comment

Dr. Michaud responds to the Fletcher and Hillier article (2001) that compared the performance of mean variance efficient asset allocations to resampled efficient asset allocations by means of a back test

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Year of publication:	2014
Authors:	Michaud, Richard O.
Publisher:	[2014]: [S.l.] : SSRN
Subject:	Portfolio-Management \| Portfolio selection \| Theorie \| Theory \| Effizienz \| Efficiency \| Resampling \| Resampling method

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Extent:	1 Online-Ressource (3 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Financial Analysts Journal, Vol. 1, 2003 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments Jan/Feb 2003 erstellt
Source:	ECONIS - Online Catalogue of the ZBW

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