Bootstrap estimation of the efficient frontier
Begoña Font
| Year of publication: |
October 2016
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|---|---|
| Authors: | Font, Begoña |
| Published in: |
Computational Management Science : CMS. - Berlin : Springer, ISSN 1619-697X, ZDB-ID 2136735-8. - Vol. 13.2016, 4, p. 541-570
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| Subject: | Asset allocation | Efficient frontier | Portfolio analysis | Mean-variance portfolios | Resampling methods | Sharpe ratio optimal portfolio | Interval estimation | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Bootstrap-Verfahren | Bootstrap approach |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10287-016-0257-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011669608