The bootstrap is a promising simulation tool that can help to solve complicated statistical problems with no tractable solution. Specifically, the fundamental idea of the bootstrap is to use re-sampling methods to approximate otherwise unknown properties of an estimator. This thesis investigates...

"Innovations in Investment Management is a collection of papers presented at the 2006 Journal Of Investment Management Conference Series. Prominent authors and experts in the field provide the reader with a wide framework of cutting-edge research. The book spans a variety of topics including...

"This book comprises the papers presented and discussed at the SAA conference, held 24-25 November 2008. It offers an exchange of views on technical and implemental issues of financial models relevant for strategic asset allocation"--Provided by publisher