Portfolios and regressions
Year of publication: |
2009
|
---|---|
Authors: | Tarrazo, Manuel |
Published in: |
Journal of financial education. - San José, Calif. : Univ., ISSN 0093-3961, ZDB-ID 785385-3. - Vol. 35.2009, 2, p. 56-74
|
Subject: | Portfolio-Management | Portfolio selection | Regressionsanalyse | Regression analysis |
-
A portfolio theory of defaultable bonds and its empirical validation
Schubert, Dirk A., (2004)
-
Empirical Asset Pricing via Ensemble Gaussian Process Regression
Filipović, Damir, (2022)
-
CAPM : alpha estimation with robust regression vs. linear regression
Samaniego, Angel, (2023)
- More ...
-
Positive optimal weights on the efficient frontier : conditions, causes, and implications
Tarrazo, Manuel, (2008)
-
Identifying securities to buy : the Heuristic ri/stdi
Tarrazo, Manuel, (2009)
-
Minimum-variance versus tangent portfolios : a note
Tarrazo, Manuel, (2012)
- More ...