Portfolio theory for squared returns correlated across time

Location
Deutsche Nationalbibliothek Frankfurt am Main
ISSN
2367-0126
Extent
Online-Ressource
Language
Englisch
Notes
online resource.

Bibliographic citation
Portfolio theory for squared returns correlated across time ; volume:1 ; number:1 ; day:16 ; month:8 ; year:2016 ; pages:1-32 ; date:12.2016
Probability, uncertainty and quantitative risk ; 1, Heft 1 (16.8.2016), 1-32, 12.2016

Creator
Eberlein, Ernst
Contributor
Madan, Dilip B.
SpringerLink (Online service)

DOI
10.1186/s41546-016-0001-4
URN
urn:nbn:de:1111-2016091031492
Rights
Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
14.08.2025, 11:01 AM CEST

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Associated

  • Eberlein, Ernst
  • Madan, Dilip B.
  • SpringerLink (Online service)

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