Implementering discrete-time dynamic investment strategies with downside risk a comparison of returns and investment policies
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| Veröffentlicht in: | Persson, Mattias Portfolio selection and the analysis of risk and time diversification |
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| Format: | UnknownFormat |
| Sprache: | eng |
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2001
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Tag hinzufügen | Titel | Jahr | Verfasser |
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| Implementering discrete-time dynamic investment strategies with downside risk : a comparison of returns and investment policies | 2001 | Persson, Mattias |
| Time diversification and estimation risk : a bootstrap approach | 2001 | Persson, Mattias |
| Expected utility maximization and time diversification | 2001 | Persson, Mattias |
| Estimation risk and portfolio selection in the lower partial moment | 2001 | Persson, Mattias |