Asset allocation, multivariate position based trading, and the stylized facts
Bernd Pape
| Year of publication: |
2007
|
|---|---|
| Authors: | Pape, Bernd |
| Publisher: |
Vaasa : Univ. Wasaensis |
| Subject: | Börsenkurs | Share price | Volatilität | Volatility | Multivariate Analyse | Multivariate analysis | Anlageverhalten | Behavioural finance | Dynamische Wirtschaftstheorie | Economic dynamics | Nichtlineare Regression | Nonlinear regression |
| Extent: | 205 S. graph. Darst. |
|---|---|
| Series: | Acta Wasaensia. - Vaasa, ISSN 0355-2667, ZDB-ID 121697-1. - Vol. 177 Acta Wasaensia / Statistics. - Vaasa, ISSN 1235-7936, ZDB-ID 1029181-7. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Zugl.: Vaasa, Univ., Diss., 2007 |
| ISBN: | 978-952-476-188-8 |
| Classification: | Mathematik: Allgemeines |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003610753