Optimal portfolio allocation strategies with dynamic factor models
Nikos S. Thomaidis; Efthimios Roumpis; Nick Kondakis
| Year of publication: |
2010
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|---|---|
| Authors: | Thomaidis, Nikos S. ; Roumpis, Efthimios ; Kondakis, Nick |
| Published in: |
International journal of financial markets and derivatives. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7130, ZDB-ID 2550152-5. - Vol. 1.2010, 4, p. 352-370
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Faktorenanalyse | Factor analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008665656