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Volumn 58, Issue 6, 2002, Pages 98-109

Portfolio resampling: Review and critique

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EID: 20444443542     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v58.n6.2489     Document Type: Article
Times cited : (77)

References (15)
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    • Best, M.1    Grauer, R.2
  • 2
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    • The sampling error in estimates of mean-variance efficient portfolios
    • Britten-Jones, M. 1999. "The Sampling Error in Estimates of Mean-Variance Efficient Portfolios." Journal of Finance, vol. 54, no. 2 (April):655-671.
    • (1999) Journal of Finance , vol.54 , Issue.2 APRIL , pp. 655-671
    • Britten-Jones, M.1
  • 3
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    • The effects of errors in means, variances, and covariances on optimal portfolio choice
    • Chopra, V., and W. Ziemba. 1993. "The Effects of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice." Journal of Portfolio Management, vol. 19, no. 2 (Winter):6-11.
    • (1993) Journal of Portfolio Management , vol.19 , Issue.2 WINTER , pp. 6-11
    • Chopra, V.1    Ziemba, W.2
  • 4
    • 0011657405 scopus 로고
    • Massaging mean-variance inputs: Returns from alternative investment strategies in the 1980s
    • Chopra, V.K., C.R. Hensel, and A.L. Turner. 1993. "Massaging Mean-Variance Inputs: Returns from Alternative Investment Strategies in the 1980s." Management Science, vol. 39, no. 7 (July):845-855.
    • (1993) Management Science , vol.39 , Issue.7 JULY , pp. 845-855
    • Chopra, V.K.1    Hensel, C.R.2    Turner, A.L.3
  • 5
    • 0001534103 scopus 로고
    • A test of efficiency of a given portfolio
    • Gibbons, M., S. Ross, and J. Shanken. 1989. "A Test of Efficiency of a Given Portfolio." Econometrica, vol. 57, no. 5 (September):1121-52.
    • (1989) Econometrica , vol.57 , Issue.5 SEPTEMBER , pp. 1121-1152
    • Gibbons, M.1    Ross, S.2    Shanken, J.3
  • 7
    • 84974450358 scopus 로고
    • Statistical inference in two parameter portfolio theory with multiple regression software
    • Jobson, J., and B. Korkie. 1983. "Statistical Inference in Two Parameter Portfolio Theory with Multiple Regression Software." Journal of Financial and Quantitative Analysis, vol. 18, no. 2 (June):189-197.
    • (1983) Journal of Financial and Quantitative Analysis , vol.18 , Issue.2 JUNE , pp. 189-197
    • Jobson, J.1    Korkie, B.2
  • 8
    • 0038414704 scopus 로고
    • Portfolio optimization in practice
    • Jorion, P. 1992. "Portfolio Optimization in Practice." Financial Analysts Journal, vol. 48, no. 1 (January/February):68-74.
    • (1992) Financial Analysts Journal , vol.48 , Issue.1 JANUARY-FEBRUARY , pp. 68-74
    • Jorion, P.1
  • 11
    • 0002451059 scopus 로고
    • The markowitz optimization enigma: Is 'optimized' optimal?
    • Michaud, R. 1989. "The Markowitz Optimization Enigma: Is 'Optimized' Optimal?" Financial Analysts Journal, vol. 45, no. 1 (January/February): 31-42.
    • (1989) Financial Analysts Journal , vol.45 , Issue.1 JANUARY-FEBRUARY , pp. 31-42
    • Michaud, R.1
  • 12
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    • Boston, MA: Harvard Business School Press
    • _. 1998. Efficient Asset Management. Boston, MA: Harvard Business School Press.
    • (1998) Efficient Asset Management
  • 13
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    • Portfolio analysis with a large universe of assets
    • Nawrocki, D. 1996. "Portfolio Analysis with a Large Universe of Assets." Applied Economics, vol. 28, no. 9 (September):1191-98.
    • (1996) Applied Economics , vol.28 , Issue.9 SEPTEMBER , pp. 1191-1198
    • Nawrocki, D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.