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Bootstrap Simulations for Finance Portfolio

Authors: Eleftherios Giovanis;

Bootstrap Simulations for Finance Portfolio

Abstract

In this paper we present Markowitz finance portfolio theory and efficient frontier with no bootstrap simulation , with single ordinary bootstrap and finally with double bootstrap simulation and we conclude that there are significant differences between those estimations. We prefer bootstrap simulation and especially double bootstrap as with this procedure we have the ability to reduce the number of the assets in our portfolio and to choose the most profitable of them. We apply the above methodologies in ten stocks of Athens Stock Exchange Market

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
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