Portfolios resampling and international diversification : a non-parametric stochastic dominance approach
Year of publication: |
2014
|
---|---|
Authors: | Mroua, Mourad ; Abid, Fathi ; Wong, Wing Keung |
Published in: |
Journal of business and finance. - Islamabad : eSci Journals Publishing, ISSN 2305-1825, ZDB-ID 2728133-4. - Vol. 2.2014, 1, p. 1-20
|
Subject: | Optimal portfolios choices | Estimation errors | Portfolio resampling | Nonparametric stochastic dominance approach | Monte Carlo and bootstrap p-values simulations | Portfolio-Management | Portfolio selection | Nichtparametrisches Verfahren | Nonparametric statistics | Simulation | Stochastischer Prozess | Stochastic process | Monte-Carlo-Simulation | Monte Carlo simulation | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory |
-
A nonparametric specification test for the volatility functions of diffusion processes
Chen, Qiang, (2019)
-
Coudin, Elise, (2009)
-
A new semiparametric mirrored historical simulation value-at-risk model
Radivojević, Nikola, (2020)
- More ...
-
Abid, Fathi, (2014)
-
Abid, Fathi, (2014)
-
Abid, Fathi, (2014)
- More ...