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Geldpolitik und Sachkapitalbildung : eine portfoliotheoretisch orientierte Analyse

Hauer, Dirk - 1991

Persistent link: https://www.econbiz.de/10000088208

Monetäre und realwirtschaftliche Ansätze der Konjunkturanalyse

Temmeyer, Hubert - 1990

Persistent link: https://www.econbiz.de/10013203786

Das stochastische Investmentmodell von Wilkie

Eberts, Elke - In: Investmentmodelle für das Asset-liability-Modelling …, (pp. 127-148). 2001

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Distance and prediction error variance constraints for ARMA model portfolios

Chenoweth, Timothy; Dowling, Karen; Hubata, Robert - In: International journal of forecasting 20 (2004) 1, pp. 41-52

Persistent link: https://www.econbiz.de/10001918277

Optimal market timing strategies for ARMA(1,1) return processes

Li, Wei; Lam, Kin - In: Advances in investment analysis and portfolio … 7 (2000), pp. 163-190

Persistent link: https://www.econbiz.de/10001542591

Market Timing with a Robust Moving Average

Zakamulin, Valeriy - 2015

In this paper we entertain a method of finding the most robust moving average weighting scheme to use for the purpose of timing the market. Robustness of a weighting scheme is defined its ability to generate sustainable performance under all possible market scenarios regardless of the size of...

Persistent link: https://www.econbiz.de/10013021961