A Robust Portfolio Construction Using the Bootstrap Method to Extract Multidimensional Uncertainty Sets: An Application on BIST100 Stocks

Çam S., Kılıç S. B.

EGE ACADEMIC REVIEW, vol.0, no.0, 2024 (ESCI) identifier

  • Publication Type: Article / Article
  • Volume: 0 Issue: 0
  • Publication Date: 2024
  • Doi Number: 10.21121/eab.20240401
  • Journal Name: EGE ACADEMIC REVIEW
  • Journal Indexes: Emerging Sources Citation Index (ESCI), TR DİZİN (ULAKBİM)
  • Çukurova University Affiliated: Yes