Analysis of global fixed-income returns using multilinear tensor algebra
Year of publication: |
2021
|
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Authors: | Scalzo, Bruno ; Konstantinidis, Athanasios ; Mandic, Danilo P. |
Published in: |
The journal of fixed income : JFI. - London : IPR Journals, ISSN 2168-8648, ZDB-ID 2048685-6. - Vol. 30.2021, 4, p. 32-52
|
Subject: | Fixed income and structured finance | quantitative methods | statistical methods | portfolio construction | global markets | Portfolio-Management | Portfolio selection | Anleihe | Bond | Statistische Methode | Statistical method | Kapitaleinkommen | Capital income |
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