Asset Allocation Taking into Account the Time Lag of Volatility Forecasting
Year of publication: |
2010-08-01
|
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Authors: | Friedl, Bettina |
Institutions: | Institut für Betriebswirtschaftslehre <Augsburg> / Lehrstuhl für Betriebswirtschaftslehre, insbesondere Wirtschaftsinformatik <2> |
Subject: | Risikomanagement | risk management | Volatilität | Strukturierung | Prognosehorizont | forecast horizon | Verzögerungszeit | Time Lag |
Extent: | 932864 bytes 27 p. application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Strategic management ; Specific management methods ; Financial theory ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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