Portfolio return distributions : sample statistics with stochastic correlations
Desislava Chetalova, Thilo A. Schmitt, Rudi Schäfer and Thomas Guhr
| Year of publication: |
2015
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|---|---|
| Authors: | Chetalova, Desislava ; Schmitt, Thilo A. ; Schäfer, Rudi ; Guhr, Thomas |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 18.2015, 2, p. 1-16
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| Subject: | Correlation modeling | nonstationarity | market dynamics | portfolio analysis | stochastic models | non-Gaussian distributions | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Korrelation | Correlation | Theorie | Theory | Statistische Verteilung | Statistical distribution | Kapitaleinkommen | Capital income | Stichprobenerhebung | Sampling |
| 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/10011403228