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...
| Egile nagusia: | |
|---|---|
| Formatua: | Liburua |
| Hizkuntza: | English |
| Argitaratua: |
Quezon City
University of the Philippines
c2023
|
| Gaiak: |