Exponential Smoothing of Realized Portfolio Weights
Year of publication: |
2019
|
---|---|
Authors: | Golosnoy, Vasyl |
Other Persons: | Gribisch, Bastian (contributor) ; Seifert, Miriam (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (35 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 16, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3053714 [DOI] |
Classification: | C32 - Time-Series Models ; c58 ; G11 - Portfolio Choice ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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