Matrix elliptical contoured distributions versus a stable model : application to daily stock returns of eight stock markets
Year of publication: |
2007
|
---|---|
Authors: | Bodnar, Taras ; Schmid, Wolfgang |
Published in: |
Asset allocation and international investments. - Basingstoke, Hampshire [u.a.] : Palgrave Macmillan, ISBN 0-230-01917-X. - 2007, p. 214-227
|
Subject: | Internationaler Finanzmarkt | International financial market | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Kapitalanlage | Financial investment | Welt | World |
-
Performance measures and investment decisions : evidence from international stock markets
Pasricha, Laurel, (2022)
-
Asset allocation and international investments
Gregoriou, Greg N., (2007)
-
Time-varying downside risk : an application to the art market
Campbell, Rachel, (2007)
- More ...
-
Bodnar, Taras, (2011)
-
Minimum VaR and minimum CVaR optimal portfolios: Estimators, confidence regions, and tests
Bodnar, Taras, (2012)
-
On the exact distribution of the estimated EU portfolio weights : theory and applications
Bodnar, Taras, (2009)
- More ...