Portfolio Management Implications of Volatility Shifts : Evidence from Simulated Data
Year of publication: |
[2009]
|
---|---|
Authors: | Fernandez, Viviana |
Other Persons: | Lucey, Brian M. (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (18 p) |
---|---|
Series: | IIIS Discussion Paper ; No. 131 |
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 2006 erstellt |
Other identifiers: | 10.2139/ssrn.899555 [DOI] |
Classification: | C59 - Econometric Modeling. Other ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Malhotra, Yogesh, (2018)
-
Trucíos, Carlos, (2020)
-
Berk, Ian, (2023)
- More ...
-
Portfolio management implications of volatility shifts : evidence from simulated data
Fernández, Viviana, (2006)
-
Future directions in international financial integration research : a crowdsourced perspective
Lucey, Brian M., (2018)
-
Portfolio management implications of volatility shifts: Evidence from simulated data
Fernandez, Viviana, (2006)
- More ...