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

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

freely available

Full text |

More access options

Check Google Scholar

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10013057631

A service of the