Modeling conditional covariance for mixed-asset portfolios
Year of publication: |
2014
|
---|---|
Authors: | Zhou, Jian |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 40.2014, p. 242-249
|
Subject: | Mixed-asset portfolio | Conditional covariance | Forecast | Portfolio diversification | Risk management | Theorie | Theory | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Korrelation | Correlation |
-
Factor high-frequency based volatility (HEAVY) models
Sheppard, Kevin, (2014)
-
Alcock, Jamie, (2018)
-
Alcock, Jamie, (2018)
- More ...
-
Combining realized measures to forecast REIT volatility
Zhou, Jian, (2020)
-
Independent director attention and the cost of equity capital
Huang, Henry He, (2021)
-
The Monitoring Effectiveness of Co‐opted Audit Committees
Cassell, Cory A., (2018)
- More ...