Quantifying time variation and asymmetry in measures of covariance risk : a simulation approch
Year of publication: |
2013
|
---|---|
Authors: | Henry, Ólan Thomas John ; Olekalns, Nilss ; Shields, Kalvinder K. |
Published in: |
Handbook of research methods and applications in empirical finance. - Cheltenham, UK : Edward Elgar, ISBN 978-1-78254-017-5. - 2013, p. 457-475
|
Subject: | Simulation | Messung | Measurement | Theorie | Theory | Korrelation | Correlation | Börsenkurs | Share price | CAPM | Schätzung | Estimation | Portfolio-Management | Portfolio selection |
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