A Dynamic, Globally Diversified, Index Neutral Synthetic Asset Allocation Strategy (Q4356662)
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scientific article; zbMATH DE number 1069748
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Dynamic, Globally Diversified, Index Neutral Synthetic Asset Allocation Strategy |
scientific article; zbMATH DE number 1069748 |
Statements
A Dynamic, Globally Diversified, Index Neutral Synthetic Asset Allocation Strategy (English)
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22 June 1998
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Bayesian estimation
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dynamic seemingly unrelated regression
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portfolio selection
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parameter estimation
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derivatives market
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Markowitz mean-variance optimization
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asset allocation
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capital asset pricing model
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global diversification
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