A maximal predictability portfolio model : algorithm and performance evaluation
Rei Yamamoto, Daisuke Ishii and Hiroshi Konno
| Year of publication: |
2007
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|---|---|
| Authors: | Yamamoto, Rei ; Ishii, Daisuke ; Konno, Hiroshi |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 10.2007, 6, p. 1095-1109
|
| Subject: | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Theorie | Theory |
| 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/10003631030