Quantitative methods for active portfolio management : can we beat the benchmark?
Momtchil Pojarliev
| Year of publication: |
2001
|
|---|---|
| Authors: | Pojarliev, Momtchil |
| Publisher: |
Aachen : Shaker |
| Subject: | Portfolio-Management | Portfolio selection | Finanzanalyse | Financial analysis | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference | Theorie | Theory | Risikomaß | Risk measure | Portfoliomanagement | Quantitative Methode |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | III, 92 S Ill zahlr. Tab. 21 cm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English ; German |
| Thesis: | Zugl.: Basel, Univ., Diss., 2001 |
| Notes: | Erscheint: 4. April 2001 |
| ISBN: | 3-8265-8673-5 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001559473