Testing for structural changes in large portfolios
Peter N. Posch; Daniel Ullmann; Dominik Wied
| Year of publication: |
2015 ; First draft: June 2015, This version: August 2015
|
|---|---|
| Authors: | Posch, Peter N. ; Ullmann, Daniel ; Wied, Dominik |
| Publisher: |
[Dortmund] : SFB 823 |
| Subject: | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Clusteranalyse | Cluster analysis |
freely available
| Extent: | Online-Ressource (24 S.) graph. Darst. |
|---|---|
| Series: | Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823. - Dortmund, ZDB-ID 2572745-X. - Vol. Nr. 2015, 32 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzung: PDF Reader |
| Other identifiers: | 10.17877/DE290R-16295 [DOI] hdl:2003/34216 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011349596