A maximal predictability portfolio using absolute deviation reformulation
Hiroshi Konno; Yuuhei Morita; Rei Yamamoto
| Year of publication: |
2010
|
|---|---|
| Authors: | Konno, Hiroshi ; Morita, Yuuhei ; Yamamoto, Rei |
| Published in: |
Computational Management Science : CMS. - Berlin : Springer, ISSN 1619-697X, ZDB-ID 2136735-8. - Vol. 7.2010, 1, p. 47-60
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Prognoseverfahren | Forecasting model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003922196