Single-index model, multiple-index model, and portfolio selection

Single-index model, multiple-index model, and portfolio selection

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
1. Verfasser: Lee, Cheng F. (VerfasserIn)
Pages:4
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2024
Schlagworte:
Beta coefficient > Covariance > Lagrangian calculus maximization > Linear programming > Market model > Multiple-index model > Single-index model > Aufsatz im Buch
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
Empirical performance of the constant elasticity variance option pricing model 2024 Chen, Ren-Raw
Market-based, accounting-based, and composite-based beta forecasting 2024 Lee, Cheng F.
Modeling different REIT cash flows 2024 Manda, Tamala Amelia
Synthetic options, portfolio insurance, and contingent immunization 2024 Lee, Cheng F.
Sustainable growth rate, optimal growth rate, and optimal payout ratio : a joint optimization approach 2024 Chen, Hong-Yi
Utility theory, capital asset allocation, and Markowitz portfolio selection model 2024 Lee, Cheng F.
Bayesian portfolio mean-variance efficiency test with sampling error of Sharpe ratio 2024 Kao, Lie-Jane
A factor model for graph data 2024 Niu, Wei-Fang
Indices herding behavior and its impact on listed real estate and two other asset classes : a case of developed versus emerging markets 2024 Zwane, Sibongile
On the treatment of the momentum factor in accounting-based anomalies : a discussion 2024 Hong, Philip K.
Options, put-call parities, and option strategies : theory and empirical results 2024 Lee, Cheng F.
Estimating European and American option pricing models : Excel and SAS language approach 2024 Chang, Jow-Ran
A cross-sectional asset pricing test with more power : an instrumental variable approach 2024 Hur, Jungshik
Current vs. permanent earnings for estimating alternative dividend payment behavioral model : theory, methods, and applications 2024 Lee, Cheng F.
Differential effect of inside debt, CEO compensation diversification, and firm investment 2024 Lee, Cheng F.
Asset allocation with cryptocurrencies 2024 Lee, Han-Hsing
Fundamental analysis, technical analysis, and mutual fund performance 2024 Lee, Cheng F.
Global international ELM versus momentum 2024 Snigaroff, Robert
Constant elasticity of variance option pricing model : integration and detailed derivation 2024 Hsu, Y. L.
Single-index model, multiple-index model, and portfolio selection 2024 Lee, Cheng F.
Alle Artikel auflisten