Testing The Performance Of The Investment Portfolio Using Block Bootstrap Method

Published Online: Mar 25, 2015

Page range: 166 - 183

Received: Mar 13, 2014

Accepted: Jul 10, 2014

DOI: https://doi.org/10.1515/ethemes-2014-0012

Keywords

Investment portfolio, optimization, re-sampled efficiency, bootstrap, efficiency limit

© Boris Radovanov et al.

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.