Titre:
  • A Bootstrap Test of Portfolio Performance Tailored to Individual Preferences
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