Cyclicality in stock market volatility and optimal portfolio allocation
Jason C. Hsu and Feifei Li
| Year of publication: |
2009
|
|---|---|
| Authors: | Hsu, Jason C. ; Li, Feifei |
| Published in: |
Stock market volatility. - Boca Raton, Fla. [u.a.] : Chapman & Hall/CRC Press, ISBN 978-1-4200-9954-6. - 2009, p. 195-207
|
| Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003830424