A forecasting model for stock market diversity
Francesco Audrino; Robert Fernholz; Roberto G. Ferretti
| Year of publication: |
2007
|
|---|---|
| Authors: | Audrino, Francesco ; Fernholz, Robert ; Ferretti, Roberto G. |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 3.2007, 2, p. 213-240
|
| Subject: | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätzung | Estimation | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| 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/10003425362