Mroua, Mourad; Abid, Fathi; Wong, Wing Keung - In: Journal of business and finance 2 (2014) 1, pp. 1-20
investor’s point of view. We introduce the concept of portfolio resampling method and we use the nonparametric stochastic … dominance approach based simulated p-values to define an optimal diversification choice. Estimation errors visualization shows …
