Optimal asset allocation with factor models for large portfolios
Year of publication: |
June 2008
|
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Other Persons: | Pesaran, M. Hashem (contributor) ; Zaffaroni, Paolo (contributor) |
Publisher: |
München : CESifo |
Subject: | Portfolio-Management | Portfolio selection | Vermögen | Wealth | Faktorenanalyse | Factor analysis | Prognoseverfahren | Forecasting model | Theorie | Theory | Wirtschaftswissenschaften | Methode |
Extent: | Online-Ressource, 32 S. = 250 KB, Text graph. Darst. |
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Series: | CESifo working papers. - München : [Verlag nicht ermittelbar], ISSN 2364-1428, ZDB-ID 2065232-X. - Vol. 2326 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | hdl:10419/26371 [Handle] |
Classification: | C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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