Risk minimization for a filtering micromovement model of asset price
Kiseop Lee & Yong Zeng
| Year of publication: |
2010
|
|---|---|
| Authors: | Lee, Kiseop ; Zeng, Yong |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 17.2010, 1/2, p. 177-199
|
| Subject: | Theorie | Theory | CAPM | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Risiko | Risk |
| 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://ebvufind01.dmz1.zbw.eu/10003975381