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  • Search: subject:"portfolio risk-optimisation"
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Year of publication
Subject
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emerging and frontier markets 2 mean-variance optimisation model 2 multivariate time series forecasts 2 portfolio risk-optimisation 2 volatility forecasting 2 ARCH model 1 ARCH-Modell 1 Emerging economies 1 Forecast 1 Forecasting model 1 Portfolio selection 1 Portfolio-Management 1 Prognose 1 Prognoseverfahren 1 Schwellenländer 1 Theorie 1 Theory 1 Time series analysis 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1
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Online availability
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Free 2 CC license 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Tri Hoang 1
Published in...
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Cogent Economics & Finance 1 Cogent economics & finance 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
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Active portfolio management for the emerging and frontier markets: the use of multivariate time series forecasts
In: Cogent Economics & Finance 10 (2022) 1, pp. 1-27
Employing both the mean-variance framework and the common portfolio risk-optimization, this study adds to the investment research by examining how ideal holdings for emerging and frontier markets (EFM) of the four global regions (Asian, Europe, and Commonwealth of Independent States (Eastern +...
Persistent link: https://www.econbiz.de/10015074045
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Cover Image
Active portfolio management for the emerging and frontier markets : the use of multivariate time series forecasts
Tri Hoang - In: Cogent economics & finance 10 (2022) 1, pp. 1-27
Employing both the mean-variance framework and the common portfolio risk-optimization, this study adds to the investment research by examining how ideal holdings for emerging and frontier markets (EFM) of the four global regions (Asian, Europe, and Commonwealth of Independent States (Eastern +...
Persistent link: https://www.econbiz.de/10013391097
Saved in:
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