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
|
---|---|
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
|
Saved in favorites
Similar items by person
-
An examination of the economic significance of stock return predictability in UK stock returns
Fletcher, Jonathan, (2002)
-
An examination of linear factor models in country equity asset allocation strategies
Fletcher, Jonathan, (2005)
-
On the usefulness of linear factor models in predicting expected returns in mean-variance analysis
Fletcher, Jonathan, (2002)
- More ...