Beating the market with small portfolios : evidence from Brazil
Year of publication: |
January-April 2015
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Authors: | Santos, André A. P. |
Published in: |
Economia : revista da ANPEC. - Bingley, United Kingdom : Emerald, ISSN 2358-2820, ZDB-ID 2451788-4. - Vol. 16.2015, 1, p. 22-31
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Subject: | Bootstrap | Cardinality constraint | Graduated non-convexity | Shrinkage estimator | Brasilien | Brazil | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Zusammenfassung in spanischer Sprache |
Other identifiers: | 10.1016/j.econ.2014.11.003 [DOI] hdl:10419/179584 [Handle] |
Classification: | G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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