Factor mimicking portfolios from parametric portfolio policies
Marius Ascheberg
| Year of publication: |
2013
|
|---|---|
| Authors: | Ascheberg, Marius |
| Published in: | |
| Subject: | Portfolio-Management | Portfolio selection | Kapitalmarktrendite | Capital market returns | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis | Varianzanalyse | Analysis of variance | Theorie | Theory | Schätzung | Estimation | USA | United States |
| 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/10010412570