Sequential monitoring of minimum variance portfolio
| Year of publication: |
2007
|
|---|---|
| Authors: | Golosnoy, Vasyl |
| Published in: |
AStA Advances in Statistical Analysis. - Springer. - Vol. 91.2007, 1, p. 39-55
|
| Publisher: |
Springer |
| Subject: | Statistical process control | EWMA control charts | Volatility timing | Covariance matrix estimation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005371266