An Application of Maximum Entropy Bootstrapping for Portfolio Construction
ABSTRACT Investors are faced with task of allocating their finite capital to a variety of investments over their individual investment horizons. Computing the historical return on investment is straightforward, but future returns are not guaranteed. Investors may also need to liquidate the invest...
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| Định dạng: | Sách |
| Ngôn ngữ: | English |
| Được phát hành: |
Quezon City
University of the Philippines
c2023
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| Những chủ đề: |