A parametric bootstrap to evaluate portfolio allocation models

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Bibliographische Detailangaben
Veröffentlicht in:Finance research letters
1. Verfasser: Boynton, Wentworth (VerfasserIn)
Weitere Verfasser: Chen, Fang (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2018
Schlagworte:
Estimation error > Mean-Variance tests > Sharpe ratio > Aufsatz in Zeitschrift
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