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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| 格式: | 图书 |
| 语言: | English |
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Quezon City
University of the Philippines
c2023
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