Factor mimicking portfolios from parametric portfolio policies

Marius Ascheberg

Year of publication:	2013
Authors:	Ascheberg, Marius
Published in:	Essays on empirical asset pricing, dynamic asset allocation, and contagion effects. - 2013, p. 69-96
Subject:	Portfolio-Management \| Portfolio selection \| Kapitalmarktrendite \| Capital market returns \| Regressionsanalyse \| Regression analysis \| Zeitreihenanalyse \| Time series analysis \| Varianzanalyse \| Analysis of variance \| Theorie \| Theory \| Schätzung \| Estimation \| USA \| United States

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Extent:	graph. Darst.
Type of publication:	Article
Type of publication (narrower categories):	Aufsatz im Buch ; Book section
Language:	English
Source:	ECONIS - Online Catalogue of the ZBW

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