Sequential monitoring of minimum variance portfolio
Year of publication: |
2007
|
---|---|
Authors: | Golosnoy, Vasyl |
Published in: |
Advances in statistical analysis : AStA ; a journal of the German Statistical Society. - Berlin : Springer, ISSN 1863-8171, ZDB-ID 2277258-3. - Vol. 91.2007, 1, p. 39-55
|
Subject: | Portfolio-Management | Portfolio selection | Volatilität | Volatility | ARCH-Modell | ARCH model |
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