Utility comparison between security selectors, asset allocators and equally weighted portfolios within a selected ETF universe
Year of publication: |
2008
|
---|---|
Authors: | Hlawitschka, Walter F. ; Tucker, Michael T. |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 9.2008/09, 1, p. 67-72
|
Subject: | Indexderivat | Index derivative | Investmentfonds | Investment Fund | Vermögensverwaltung | Asset management | Portfolio-Management | Portfolio selection |
-
Integrated Global Asset Management : Quantitative Country ETF Trading Strategy
Aguilar, Arturo, (2020)
-
Hurlin, Christophe, (2014)
-
Three essays on equity exchange-traded funds
Osterhoff, Friedrich Karl Yorck Henri, (2016)
- More ...
-
Optimal portfolio selection using means, variances and higher moments
Hlawitschka, Walter F., (1989)
-
The empirical nature of Taylor-series approximations to expected utility
Hlawitschka, Walter F., (1994)
-
Movie Moguls : an integrated business simulation
Tromley, Cheryl, (2002)
- More ...