Yu Mei,International Journal of Uncertainty,SSCI,2

    Yu Mei, Bian Jiangze, Xie haibin等,Study on the Resampling Technique for Risk Management in the International Portfolio Selection Based on Chinese Investors，International Journal of Uncertainty,SSCI, 2013-7-15.

    Abstract：In this paper, we employ the resampling method (Michaud 1998) to reduce the side effects of sample errors and increase the robustness of the classical mean variance model. By comparing the performance of classical MV portfolio and resampled portfolio, we try to signify how resampling helps to enhance investing efficiency. We also examine how to use resampling technique in the international asset allocation. Taking the viewpoint of the Chinese investor investing in China and twelve major financial markets, the empirical study shows the good performance of the resampling method combined with the mean variance model.