Dynamic signal selection strategies
Dilip B. Madan, Yazid M. Sharaiha and Pål Sundsøy
| Year of publication: |
2022
|
|---|---|
| Authors: | Madan, Dilip B. ; Sharaiha, Yazid M. ; Sundsøy, Pål |
| Published in: |
The journal of investment strategies. - London : Infopro Digital, ISSN 2047-1238, ZDB-ID 2889641-5. - Vol. 11.2022, 4, p. 31-50
|
| Subject: | copulas | stock selection | factor selection | predictors | dependency models | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Portfolio-Management | Portfolio selection | Signalling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOIS.2022.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014335858