Travail de recherche/Working paper
Titre: |
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Auteur: | Briere, Marie; Simar, Léopold; Szafarz, Ariane; Vanhems, Anne |
Statut de publication: | Publié, 2025-10-03 |
series: | Working Papers CEB, 25-007 |
Sujet CREF: | Economie |
Sujet JEL: | Statistical Decision Theory; Operations Research |
Hypothesis Testing | |
Input-Output Models | |
Portfolio Choice; Investment Decisions | |
Information and Market Efficiency; Event Studies | |
Mots-clés: | Portfolio Choice |
Personalization | |
Performance Measure | |
Random Inputs and Outputs | |
Nonparametric Estimator | |
Subsampling | |
Efficient Frontier | |
Langue: | Anglais |
Identificateurs: | RePEc:sol:wpaper:2013/394786 |