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An Application of a Linear Gaussian State Space Model and the Kalman Filter In Estimating Expectations of the Natural Logarithmic Monthly Market Returns of the US 1838 Bond Debentu...

Guirguis, Michel - 2018

In this article, we have tested a linear Gaussian state space model and the kalman filter in testing ARMA(2,3) models of the natural logarithmic monthly market returns of the US 1838 bond debenture closed-end fund. The aim is to estimate expectations that arises from the interaction of...

Persistent link: https://www.econbiz.de/10012910715

Assessment of the mediating effect of benchmarking workspace usage on portfolio optimization and client satisfaction : Indian information technology companies

Kaur, Taran; Solomon, Priya - In: Benchmarking : an international journal 30 (2023) 2, pp. 562-584

Persistent link: https://www.econbiz.de/10014231867

Recent large-cap stock outperformance and its impact on US equities

Shapiro, Rob; Zheng, Fangze - In: The journal of investing : JOI 30 (2021) 5, pp. 95-106

Persistent link: https://www.econbiz.de/10012613204

How should the cost of joint risk capital be allocated for performance measurement?

Homburg, Carsten; Scherpereel, Peter - In: European journal of operational research : EJOR 187 (2008) 1, pp. 208-227

Persistent link: https://www.econbiz.de/10003769183

A portfolio optimality test based on the first-order stochastic dominance criterion

Kopa, Miloš; Post, Thierry - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 5, pp. 1103-1124

Persistent link: https://www.econbiz.de/10003938862

Handbook of financial data and risk information

Brose, Margarita S. (contributor) - 2014

Persistent link: https://www.econbiz.de/10010348004

Estimation risk-adjusted sharpe ratio and fund performance ranking under a general return distribution

Bao, Yong - In: Journal of financial econometrics : official journal of … 7 (2009) 2, pp. 152-173

Persistent link: https://www.econbiz.de/10003826491

Offenlegungspolitik von Investmentfonds : Fondsrisiko, Portfoliooptimalität und Performance

Kreuzberg, Klaus - 2006 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003290524

Portfolio und Balanced Scorecard : Instrumente für das strategische Management in Genossenschaften

Honold-Reichert, Thomas - 2002

Persistent link: https://www.econbiz.de/10013399110

Style analysis with particle filtering and generalized simulated annealing

Fukui, Takaya; Sato, Seisho; Takahashi, Akihiko - In: International journal of financial engineering 4 (2017) 2/3, pp. 1-29

Persistent link: https://www.econbiz.de/10011778283

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