Optimal Trading with Predictable Return and Stochastic Volatility
Year of publication: |
2015
|
---|---|
Authors: | Chan, Patrick |
Other Persons: | Sircar, Ronnie (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Kapitaleinkommen | Capital income | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Wertpapierhandel | Securities trading | Prognoseverfahren | Forecasting model | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (24 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 26, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2623747 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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