scientific article
From MaRDI portal
Publication:3560005
zbMath1196.91003MaRDI QIDQ3560005
Lisa R. Goldberg, Robert A. Korajczyk, Gregory Connor
Publication date: 19 May 2010
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Portfolio theory (91G10) Credit risk (91G40)
Related Items (5)
Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth ⋮ The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion ⋮ Optimal trading strategies—a time series approach ⋮ A further analysis of robust regression modeling and data mining corrections testing in global stocks ⋮ On the Bayesian interpretation of Black-Litterman
This page was built for publication:
