Keywords: Sub-sampling simulation
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Journal Articles
American Journal of Business (2017) 32 (1): 58–79.
Published: 03 April 2017
... The authors apply the re-sampling procedure to consider the sampling error in the optimization process. The authors try to resolve the problem of the stochastic optimal investment strategy choice using the nonparametric SD test by Linton et al. (2005) based on sub-sampling simulated p values...

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