A COMPARISON OF PRE AND POST MODERN PORTFOLIO THEORY USING RESAMPLING

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GIUSEPPE GALLOPPO

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Journal Paper

Paper Information

Journal: GLOBAL JOURNAL OF BUSINESS RESEARCH Year:2010 | Volume:4 | Issue:1 Page(s): 0-0

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Information Journal Paper

Title

A COMPARISON OF PRE AND POST MODERN PORTFOLIO THEORY USING RESAMPLING

Author(s)

GIUSEPPE GALLOPPO | Issue Writer Certificate

Keywords

Not Registered.

Abstract

Cites

PORTFOLIO OPTIMIZATION MODEL TO OPTIMIZE THE PERFORMANCES OF CLASSICAL FORECASTING STABLE PORTFOLIO RISK AND RETURN

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APA: Copy

GIUSEPPE, GALLOPPO. (2010). A COMPARISON OF PRE AND POST MODERN PORTFOLIO THEORY USING RESAMPLING. GLOBAL JOURNAL OF BUSINESS RESEARCH, 4(1), 0-0. SID. https://sid.ir/paper/668533/en

Vancouver: Copy

GIUSEPPE GALLOPPO. A COMPARISON OF PRE AND POST MODERN PORTFOLIO THEORY USING RESAMPLING. GLOBAL JOURNAL OF BUSINESS RESEARCH[Internet]. 2010;4(1):0-0. Available from: https://sid.ir/paper/668533/en

IEEE: Copy

GALLOPPO GIUSEPPE, “A COMPARISON OF PRE AND POST MODERN PORTFOLIO THEORY USING RESAMPLING,” GLOBAL JOURNAL OF BUSINESS RESEARCH, vol. 4, no. 1, pp. 0–0, 2010, [Online]. Available: https://sid.ir/paper/668533/en

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