A theoretical foundation of portfolio resampling (Q497474)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A theoretical foundation of portfolio resampling |
scientific article |
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A theoretical foundation of portfolio resampling (English)
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24 September 2015
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asset allocation
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mean-variance analysis
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noise trader
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out-of-sample performance
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portfolio resampling
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resampled efficiency
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signal trader
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