ETF risk models
Zura Kakushadze and Willie Yu
| Year of publication: |
2022
|
|---|---|
| Authors: | Kakushadze, Zura ; Yu, Willie |
| Published in: |
Bulletin of applied economics. - Christchurch, New Zealand : Scientific Press International Limited, ISSN 2056-3728, ZDB-ID 2818826-3. - Vol. 9.2022, 1, p. 1-17
|
| Subject: | ETF | risk model | covariance | correlation | risk factor | optimization | growth | value | industry classification | quant | trading | stock | bond | equity | commodity | currency | volatility | real estate | alternatives | multi-asset | diversification | portfolio | credit rating | duration | maturity | market cap | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Indexderivat | Index derivative | Korrelation | Correlation | Kapitaleinkommen | Capital income | Kreditrisiko | Credit risk | Risiko | Risk | Kreditwürdigkeit | Credit rating | Risikomanagement | Risk management | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.47260/bac/911 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013407268