Keywords: Portfolio re-sampling
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Journal Articles
American Journal of Business (2017) 32 (1): 58–79.
Published: 03 April 2017
.... Originality/value The originality of the idea in this paper is to introduce a new methodology combining the concept of portfolio re-sampling, stochastic portfolio optimization with SSD constraints, and the nonparametric SD test by Linton et al. (2005) based on subsampling simulated p values...

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