Out-Of Sample Tests of Resampled Efficiency
| Year of publication: |
2014
|
|---|---|
| Authors: | Michaud, Richard O. |
| Publisher: |
[2014]: [S.l.] : SSRN |
| Subject: | Stichprobenerhebung | Sampling | Resampling | Resampling method | Statistischer Test | Statistical test | Effizienz | Efficiency | Schätztheorie | Estimation theory |
| Description of contents: |
In first of two articles, Richard Michaud argues that a new form of asset allocation-resampled efficiency, improves the average reward-to-risk ratio of classical portfolios
|
| Extent: | 1 Online-Ressource (4 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | In: European Pensions and Investment News, June 25, 2001 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 25, 2001 erstellt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013057573