Heterogeneous tail generalized common factor modeling
Simon Hediger, Jeffrey Näf, Marc S. Paolella, Paweł Polak
| Year of publication: |
2023
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| Authors: | Hediger, Simon ; Näf, Jeffrey ; Paolella, Marc S. ; Polak, Pawel |
| Published in: |
Digital finance : smart data analytics, investment innovation, and financial technology. - [Cham] : Springer Nature Switzerland AG, ISSN 2524-6186, ZDB-ID 2947479-6. - Vol. 5.2023, 2, p. 389-420
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| Subject: | Asset pricing model | Cryptocurrencies | Expectation maximization algorithm | Mixture distribution | Portfolio optimization | Portfolio-Management | Portfolio selection | CAPM | Statistische Verteilung | Statistical distribution | Algorithmus | Algorithm | Virtuelle Währung | Virtual currency | Mathematische Optimierung | Mathematical programming | Kapitalmarkttheorie | Financial economics |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s42521-023-00083-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014369265