Sequential monitoring of minimum variance portfolio
Casyl Golosnoy
| Year of publication: |
2007
|
|---|---|
| Authors: | Golosnoy, Vasyl |
| Published in: |
Advances in statistical analysis : AStA ; a journal of the German Statistical Society. - Berlin : Springer, ISSN 1863-8171, ZDB-ID 2277258-3. - Vol. 91.2007, 1, p. 39-55
|
| Subject: | Portfolio-Management | Portfolio selection | Volatilität | Volatility | ARCH-Modell | ARCH model |
| 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/10003437331