Testing rebalancing strategies for stock-bond portfolios across different asset allocations
Year of publication: |
Februar 2016
|
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Authors: | Dichtl, Hubert ; Drobetz, Wolfgang ; Wambach, Martin |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 48.2016, 7/9, p. 772-788
|
Subject: | Rebalancing | stock–bond portfolio | bootstrap | statistical inference | Portfolio-Management | Portfolio selection | Bootstrap-Verfahren | Bootstrap approach | Kapitaleinkommen | Capital income | Induktive Statistik | Statistical inference |
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