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

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Çam S., Kılıç S. B.

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

• 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