Wavelet decompostion and applied portfolio management
Theo Berger
| Year of publication: |
April 2016
|
|---|---|
| Authors: | Berger, Theo |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 18.2015/2016, 4, p. 53-77
|
| Subject: | wavelet decomposition | contagion | portfolio management | dependence analysis | portfolio risk | cut-of-sample performance | Portfolio-Management | Portfolio selection | Zustandsraummodell | State space model | 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/10011578387