New Dimensions in Portfolio Optimization
Year of publication: |
2006-07-04
|
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Authors: | Nagornii, S. ; Widijanto, D. |
Institutions: | Society for Computational Economics - SCE |
Subject: | Portfolio Optimization | Asset Allocation | Efficient Frontier | Risk Sensitivity | Fixed Income |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Computing in Economics and Finance 2006 Number 459 |
Classification: | C40 - Econometric and Statistical Methods: Special Topics. General ; C41 - Duration Analysis ; G10 - General Financial Markets. General |
Source: |
-
Portfolio & Risk Management: Asset Allocation and Risk Budgeting Optimization
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Enhancing Trading Strategies with Order Book Signals
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Portfolio & Risk Management: Asset Allocation and Risk Budgeting Optimization
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Monotonic Power in tests for structural change in the mean based on orthonormal series filtering
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