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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書目詳細資料
主要作者: Yao, Azriel (Author)
格式: 圖書
語言:English
出版: Quezon City University of the Philippines c2023
主題: