A theoretical foundation of portfolio resampling (Q497474)
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scientific article; zbMATH DE number 6485047
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A theoretical foundation of portfolio resampling |
scientific article; zbMATH DE number 6485047 |
Statements
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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0.7301334738731384
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0.7230467796325684
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0.720635175704956
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0.6774711608886719
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0.6733868718147278
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