Predicting Portfolio Return Volatility at Medium Horizons
Year of publication: |
2019
|
---|---|
Authors: | Chen, Dangxing |
Other Persons: | Anderson, Robert (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (44 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 17, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3302940 [DOI] |
Classification: | G32 - Financing Policy; Capital and Ownership Structure ; G11 - Portfolio Choice ; G01 - Financial Crises |
Source: | ECONIS - Online Catalogue of the ZBW |
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