Portfolio Selection and Sampling Error : from Mean-Variance Efficiency to Resampled EfficiencyTM

Bibliographic reference Delcourt, François. Portfolio Selection and Sampling Error : from Mean-Variance Efficiency to Resampled EfficiencyTM. FUCaM, Université catholique de Louvain, 2009. Prom. : Petitjean, Mikael.
Permanent URL http://hdl.handle.net/2078.1/thesis:6302