Download This PaperPortfolio Resampling: Review and Critique
3 Pages Posted: 8 Mar 2014
Date Written: May/June 2003
Abstract
The authors responded immediately to Bernd Scherer’s critique of Resampled Efficient Optimization in this letter to the editor.
Suggested Citation: Suggested Citation
Michaud, Richard O. and Michaud, Robert, Portfolio Resampling: Review and Critique (May/June 2003). Financial Analysts Journal, Vol. 3, 2003, Available at SSRN: https://ssrn.com/abstract=2405009
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