Market timing in parametric portfolio policies
Carlos Osorio, Thorsten Poddig, Christian Fieberg, Michael Olschewsky, Michael Falge
| Year of publication: |
2022
|
|---|---|
| Authors: | Osorio, Carlos ; Poddig, Thorsten ; Fieberg, Christian ; Olschewsky, Michael ; Falge, Michael |
| Published in: |
International journal of theoretical and applied finance : IJTAF. - Singapore : World Scientific, ZDB-ID 2027376-9. - Vol. 25.2022, 4/5, Art.-No. 2250018, p. 1-28
|
| Subject: | asset selection | market timing | Parametric portfolio policy | portfolio optimization | Portfolio-Management | Portfolio selection | Theorie | Theory | Anlageverhalten | Behavioural finance | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024922500182 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013371160