Dynamic Alpha : A Spectral Decomposition of Investment Performance Across Time Horizons
Year of publication: |
2018
|
---|---|
Authors: | Chaudhuri, Shomesh |
Other Persons: | Lo, Andrew W. (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Zeitreihenanalyse | Time series analysis | Zeit | Time | Dekompositionsverfahren | Decomposition method |
Extent: | 1 Online-Ressource (30 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 22, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3184092 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; E32 - Business Fluctuations; Cycles ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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