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]

@inproceedings{Bartlmae09,
  title = {Portfolio Construction: Using Bootstrapping and Portfolio Weight Resampling for Construction of Diversified Portfolios},
  author = {Kai Bartlmae},
  year = {2009},
  doi = {10.1109/BIFE.2009.67},
  url = {http://doi.ieeecomputersociety.org/10.1109/BIFE.2009.67},
  researchr = {https://researchr.org/publication/Bartlmae09},
  cites = {0},
  citedby = {0},
  pages = {261-265},
  booktitle = {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},
  editor = {Shouyang Wang and Lean Yu and Fenghua Wen and Shaoyi He and Yong Fang and K. K. Lai},
  publisher = {IEEE Computer Society},
  isbn = {978-0-7695-3705-4},
}