Volatility as an asset class for long-term investors
Marie Brière, Alexander Burgues and Ombretta Signori
| Year of publication: |
2010
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|---|---|
| Authors: | Brière, Marie ; Burgues, Alexander ; Signori, Ombretta |
| Published in: |
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds. - Basingstoke, Hampshire [u.a.] : Palgrave Macmillan, ISBN 978-0-230-24012-4. - 2010, p. 265-279
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| Subject: | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008746601