The impact of highter order moments added to the multiscale Carhart model for different investment periods
Anyssa Trimech
| Year of publication: |
2014
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|---|---|
| Authors: | Trimech, Anyssa |
| Published in: |
International journal of decision sciences, risk and management. - Genève : Inderscience, ISSN 1753-7169, ZDB-ID 2512276-9. - Vol. 5.2013/14, 3, p. 263-276
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| Subject: | risk measures | nonlinear market risk | size | value | momentum | multiresolution analysis | time scale | higher-order moments | Risikomaß | Risk measure | Theorie | Theory | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income |
| 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/10011347007