PORTFOLIO MANAGEMENT - An Examination of Resampled Portfolio Efficiency - The benefits of using resampled portfolio efficiency in international asset allocation strategies are compared with those of using mean -- Variance efficiency
| Year of publication: |
2001
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|---|---|
| Authors: | Fletcher, Jonathan ; Hillier, Joe |
| Published in: |
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 57.2001, 5, p. 66-74
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