2003-12-16Masterarbeit DOI: 10.18452/14039
Portfolio Resampling and Efficiency Issues
Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
This thesis starts with a review of the traditional portfolio theory and a discussion of its limitations. The new technique portfolio resampling is introduced, followed by two different portfolio efficiency testing methods. The final part is an empirical study of portfolio revision. A short conclusion is made at the end.
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