Shortfall portfolio selection : a bootstrap and k-fold analysis
Year of publication: |
2022
|
---|---|
Authors: | Haley, M. Ryan |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 29.2022, 4, p. 307-310
|
Subject: | Diversification | portfolio choice | safety first | shortfall minimization | Theorie | Theory | Portfolio-Management | Portfolio selection | Bootstrap-Verfahren | Bootstrap approach |
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