A theoretical foundation of portfolio resampling
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Publication:497474
DOI10.1007/s11238-014-9453-0zbMath1377.91149OpenAlexW3123836493MaRDI QIDQ497474
Publication date: 24 September 2015
Published in: Theory and Decision (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11238-014-9453-0
mean-variance analysisasset allocationnoise traderout-of-sample performanceportfolio resamplingresampled efficiencysignal trader
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