Volatility filters for dynamic portfolio optimization
Jia Miao and Christian L. Dunis
| Year of publication: |
2005
|
|---|---|
| Authors: | Miao, Jianjun ; Dunis, Christian |
| Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 1.2005, 2, p. 111-119
|
| Subject: | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Theorie | Theory |
| 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/10002807104