Portfolio management with semi-parametric bootstrapping
Year of publication: |
2010
|
---|---|
Authors: | Mendes, Beatriz Vaz de Melo ; Leal, Ricardo Pereira Câmara |
Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 3.2009/10, 2, p. 174-183
|
Subject: | Portfolio-Management | Portfolio selection | Risiko | Risk | Nichtparametrisches Verfahren | Nonparametric statistics | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory |
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