To what extent is resampling useful in portfolio management?
Year of publication: |
2011
|
---|---|
Authors: | Delcourt, François ; Petitjean, Mikael |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 18.2011, 1/3, p. 239-244
|
Subject: | Portfolio-Management | Portfolio selection | Resampling | Resampling method | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory |
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