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...
| Hlavní autor: | |
|---|---|
| Médium: | Kniha |
| Jazyk: | English |
| Vydáno: |
Quezon City
University of the Philippines
c2023
|
| Témata: |