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Testing The Performance Of The Investment Portfolio Using Block Bootstrap Method Cover

Testing The Performance Of The Investment Portfolio Using Block Bootstrap Method

Economic Themes
Volume 52 (2014): Issue 2 (June 2014)
By:
Open Access
|Mar 2015

Authors

Boris Radovanov

radovanovb@ef.uns.ac.rs

Aleksandra Marcikić

amarcikic@ef.uns.ac.rs

DOI: https://doi.org/10.1515/ethemes-2014-0012 | Journal eISSN: 2217-3668 | Journal ISSN: 0353-8648
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Language: English
Page range: 166 - 183
Submitted on: Mar 13, 2014
Accepted on: Jul 10, 2014
Published on: Mar 25, 2015
Published by: Sciendo
In partnership with: Paradigm Publishing Services
Publication frequency: 4 times per year
Keywords:
Investment portfolio,
optimization,
re-sampled efficiency,
bootstrap,
efficiency limit
Related subjects:
Business and economics,
Political economics,
Political economics, other,
Business management,
Business management, other

© 2015 Boris Radovanov, Aleksandra Marcikić, published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

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