Using bootstrap to test portfolio efficiency
Year of publication: |
2006
|
---|---|
Authors: | Chou, Pin-huang ; Zhou, Guofu |
Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 7.2006, 2, p. 217-249
|
Subject: | Portfolio-Investition | Foreign portfolio investment | Bootstrap-Verfahren | Bootstrap approach | Momentenmethode | Method of moments | Theorie | Theory |
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