A benchmark approach to filtering in finance
Eckhard Platen and Wolfgang J. Runggaldier
| Year of publication: |
2004
|
|---|---|
| Authors: | Platen, Eckhard ; Runggaldier, Wolfgang J. |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 11.2004, 1, p. 79-105
|
| Subject: | Börsenkurs | Share price | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Benchmarking | Theorie | Theory | Ökonometrisches Modell | Econometric model |
| 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/10003084169