Asset allocation by variance sensitivity analysis
Simone Manganelli
| Year of publication: |
2004
|
|---|---|
| Authors: | Manganelli, Simone |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 2.2004, 3, p. 370-389
|
| Subject: | Portfolio-Management | Portfolio selection | Sensitivitätsanalyse | Sensitivity analysis | ARCH-Modell | ARCH model |
| 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/10002214348