Differentiating asset classes
Year of publication: |
2018
|
---|---|
Authors: | Madan, Dilip B. |
Published in: |
International journal of portfolio analysis and management : IJPAM. - Genéve [u.a.] : Inderscience Enterprises, ISSN 2048-237X, ZDB-ID 2663998-1. - Vol. 2.2018, 2, p. 99-113
|
Subject: | bilateral gamma model | digital moment estimation | asset allocation | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Momentenmethode | Method of moments |
-
Essays on investement and consumption choice
Comon, Etienne, (2001)
-
Portfolio Efficiency Tests with Conditioning Information - Comparing GMM and GEL Estimators
Vigo Pereira, Caio, (2020)
-
A non-parametric test and predictive model for signed path dependence
Dias, Fabio S., (2020)
- More ...
-
A Discrete Time Equivalent Martingale Measure
Elliott, Robert J., (1998)
-
The Second Fundamental Theorem of Asset Pricing
Jarrow, Robert A., (1999)
-
MARKETS AS A COUNTERPARTY: AN INTRODUCTION TO CONIC FINANCE
MADAN, DILIP B., (2010)
- More ...