Portfolio management with targeted constant market volatility
Bao Doan, Nicolas Papageorgiou, Jonathan J. Reeves, Michael Sherris
| Year of publication: |
November 2018
|
|---|---|
| Authors: | Bao Doan ; Papageorgiou, Nicolas A. ; Reeves, Jonathan J. ; Sherris, Michael |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 83.2018, p. 134-147
|
| Subject: | GARCH | Equity volatility | Investment management | Volatility forecasting | Target-date funds | Volatilität | Volatility | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Theorie | Theory | Börsenkurs | Share price | Investmentfonds | Investment Fund | Kapitalanlage | Financial investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2018.09.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011944110