Permanent shocks, signal extraction, and portfolio selection (Q1657607)
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scientific article; zbMATH DE number 6917213
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Permanent shocks, signal extraction, and portfolio selection |
scientific article; zbMATH DE number 6917213 |
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Permanent shocks, signal extraction, and portfolio selection (English)
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13 August 2018
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portfolio selection
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Kalman filter
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mean reversion
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0.83224607
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0.81416166
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0.80939966
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0.8026364
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0.8016238
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0.79895234
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0.7969286
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