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...
Tác giả chính: | |
---|---|
Định dạng: | Sách |
Ngôn ngữ: | English |
Được phát hành: |
Quezon City
University of the Philippines
c2023
|
Những chủ đề: |