A completely automated optimization strategy for global minimum-variance portfolios based on a new test for structural breaks
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Erschienen in
-
Discussion Paper / SFB 823 ; 19/2013
- Klassifikation
-
Wirtschaft
- Ereignis
-
Veröffentlichung
- (wo)
-
Dortmund
- (wer)
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Universitätsbibliothek Dortmund
- (wann)
-
2013
- Handle
-
2003/30310
- URN
-
urn:nbn:de:101:1-201607262518
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:53 MEZ
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Beteiligte
- Berens, Tobias
- Wied, Dominik
- Ziggel, Daniel
- Universitätsbibliothek Dortmund
Entstanden
- 2013
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