Portfolio Construction: Using Bootstrapping and Portfolio Weight Resampling for Construction of Diversified Portfolios

Kai Bartlmae. Portfolio Construction: Using Bootstrapping and Portfolio Weight Resampling for Construction of Diversified Portfolios. In Shouyang Wang, Lean Yu, Fenghua Wen, Shaoyi He, Yong Fang, K. K. Lai, editors, Business Intelligence: Artificial Intelligence in Business, Industry and Engineering, Proceedings of the Second International Conference on Business Intelligence and Financial Engineering, BIFE 2009, Beijing, China, 24-26 July 2009. pages 261-265, IEEE Computer Society, 2009. [doi]

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