Structural Breaks and Portfolio Performance in Global Equity Markets
Year of publication: |
2015
|
---|---|
Authors: | Turtle, Harry J. |
Other Persons: | Zhang, Chengping (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Aktienmarkt | Stock market | Strukturbruch | Structural break | Portfolio-Management | Portfolio selection | Welt | World | Kapitaleinkommen | Capital income | Internationaler Finanzmarkt | International financial market |
Extent: | 1 Online-Ressource (14 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Quantitative Finance, Vol. 15, No. 6, June 2015, pp. 909-922 Nach Informationen von SSRN wurde die ursprĂĽngliche Fassung des Dokuments 2015 erstellt |
Classification: | C32 - Time-Series Models ; G11 - Portfolio Choice ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Does beta explain global equity market volatility : some empirical evidence
Kurach, Radoslaw, (2013)
-
Cojumps and Asset Allocation in International Equity Markets
Arouri, Mohamed, (2018)
-
Separating Momentum from Reversal in International Stock Markets
Walkshäusl, Christian, (2019)
- More ...
-
Time-varying performance of international mutual funds
Turtle, Harry J., (2012)
-
Time-Varying Performance of International Mutual Funds
Turtle, Harry J., (2015)
-
Using Excel's Data Table and Chart Tools Effectively in Finance Courses
Zhang, Chengping, (2016)
- More ...