Using the regression model for the portfolios analysis and management
Year of publication: |
2014
|
---|---|
Authors: | Anghelache, Constantin ; Anghel, Mădălina Gabriela |
Published in: |
Theoretical and applied economics : GAER review. - Bucureşti : AGER, ISSN 1841-8678, ZDB-ID 2640970-7. - Vol. 21.2014, 4, p. 53-66
|
Subject: | linear regression | financial instruments portfolio | BET index | yields | correlation coefficient | Portfolio-Management | Portfolio selection | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Kapitaleinkommen | Capital income | Korrelation | Correlation |
-
Using the regression model for the portfolios analysis and management
ANGHELACHE, Constantin, (2014)
-
How to combine a billion alphas
Kakushadze, Zura, (2017)
-
Gaussian rank correlation and regression
Amengual, Dante, (2020)
- More ...
-
Using the regression model for the portfolios analysis and management
ANGHELACHE, Constantin, (2014)
-
Anghelache, Constantin, (2015)
-
Essentials aspects on macroeconomic variables and their correlations
Anghelache, Constantin, (2016)
- More ...