EWMA control charts for monitoring optimal portfolio weights

Vasyl Golosnoy and Wolfgang Schmid

Year of publication:	2008
Authors:	Golosnoy, Vasyl ; Schmid, Wolfgang
Publisher:	Frankfurt (Oder) : Europa-Univ. Viadrina, Dep. of Economics
Subject:	control chart \| Kontrollkarte \| Portfolio-Management \| Portfolio selection \| Varianzanalyse \| Analysis of variance \| Multivariate Analyse \| Multivariate analysis \| Statistische Qualitätskontrolle \| Statistical quality control \| Theorie \| Theory

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