Return-Based Style Analysis with Time-Varying Exposures
| Year of publication: |
2001
|
|---|---|
| Authors: | Swinkels, L.A.P. ; van der Sluis, P.J. |
| Institutions: | Tilburg University, Center for Economic Research |
| Subject: | kalman filter | investment trusts | investment analysis |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series CentER Discussion Paper Number 2001-96 |
| Classification: | C22 - Time-Series Models ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C63 - Computational Techniques ; G11 - Portfolio Choice ; G20 - Financial Institutions and Services. General ; G23 - Pension Funds; Other Private Financial Institutions |
| Source: |
Persistent link: https://www.econbiz.de/10011092803