State space models for dynamic style analysis of portfolios
Adrian Pizzinga; Cristiano Fernandes
| Year of publication: |
2006
|
|---|---|
| Authors: | Pizzinga, Adrian ; Fernandes, Cristiano |
| Published in: |
Brazilian review of econometrics : the review of the Brazilian Econometric Society. - Rio de Janeiro, ISSN 1980-2447, ZDB-ID 21251873. - Vol. 26.2006, 1, p. 31-66
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009075481