Cointegration in Finance : An Application to Index Tracking
Year of publication: |
2010
|
---|---|
Authors: | Maurer, Thomas Andreas |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Kointegration | Cointegration | Theorie | Theory | Schätzung | Estimation | Portfolio-Management | Portfolio selection | Aktienindex | Stock index | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (53 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 9, 2008 erstellt |
Other identifiers: | 10.2139/ssrn.1586997 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Investigating the use of statistical process control charts for index tracking portfolios
Sant'Anna, Leonardo Riegel, (2019)
-
A note on cointegration of international stock market indices
Dimpfl, Thomas, (2014)
-
Wendepunkte in Finanzmärkten : Prognose und asset allocation
Huber, Claus, (2000)
- More ...
-
Is Consumption Growth merely a Sideshow in Asset Pricing?
Maurer, Thomas Andreas, (2013)
-
Time Variation in Life Expectancy, Optimal Portfolio Choice and the Cross-Section of Asset Returns
Maurer, Thomas Andreas, (2015)
-
Incomplete Asset Market View of the Exchange Rate Determination
Maurer, Thomas Andreas, (2018)
- More ...