Download This PaperOut-Of Sample Tests of Resampled Efficiency
European Pensions and Investment News, June 25, 2001
4 Pages Posted: 8 Mar 2014
Date Written: June 25, 2001
Abstract
In first of two articles, Richard Michaud argues that a new form of asset allocation-resampled efficiency, improves the average reward-to-risk ratio of classical portfolios.
Suggested Citation: Suggested Citation
Michaud, Richard O., Out-Of Sample Tests of Resampled Efficiency (June 25, 2001). European Pensions and Investment News, June 25, 2001, Available at SSRN: https://ssrn.com/abstract=2405582
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