Ziobrowski, Alan J.; Cheng, Ping; Ziobrowski, Brigitte J. - In: Real Estate Economics 25 (1997) 4, pp. 695-705
Liang, Myer and Webb (1996) have offered bootstrap simulation as a tool for quantifying the uncertainty in the optimum composition of portfolios. Unfortunately, the confidence intervals produced were so large, they were unable to provide any new insight to the question, "How Much in Real...