Portfolio Resampling: Review and Critique

3 Pages Posted: 8 Mar 2014

Date Written: May/June 2003

Abstract

The authors responded immediately to Bernd Scherer’s critique of Resampled Efficient Optimization in this letter to the editor.

Suggested Citation

Michaud, Richard O. and Michaud, Robert, Portfolio Resampling: Review and Critique (May/June 2003). Financial Analysts Journal, Vol. 3, 2003, Available at SSRN: https://ssrn.com/abstract=2405009

Robert Michaud

Independent ( email )

No contact information is available for Richard O. Michaud

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