Estimating mixed frequency data : stochastic interpolation with preserved covariance structure

Estimating mixed frequency data stochastic interpolation with preserved covariance structure

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
1. Verfasser: Trovik, Tørres G. (VerfasserIn)
Weitere Verfasser: Kane-Janus, Couro (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2010
Schlagworte:
Aufsatz im Buch
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
Combining Canadian interest rate forecasts 2010 Bolder, David Jamieson
Efficient portfolio optimization in the wealth creation and maximum drawdown space 2010 Reveiz, Alejandro
Strategic tilting around the SAA benchmark 2010
Estimating mixed frequency data : stochastic interpolation with preserved covariance structure 2010 Trovik, Tørres G.
Practical scenario-dependent portfolio optimization : a framework to combine investor views and quantitative discipline into acceptable portfolio decisions 2010 Grava, Roberts L.
Volatility as an asset class for long-term investors 2010 Brière, Marie
A spread-risk model for strategic fixed-income investors 2010 Lora, Fernando Monar
Copulas and risk measures for strategic asset allocation : a case study for central banks and sovereign wealth funds 2010 Caillault, Cyril
Optimal construction of a fund of funds 2010 Hilli, Petri
Mortgage-backed securities in a strategic asset allocation framework 2010 Brennan, Myles
A frequency domain methodology for time series modelling 2010 Steehouwer, Hens
Estimating mixed frequency data : stochastic interpolation with preserved covariance structure 2010 Trovik, Tørres G.
Optimal construction of a fund of funds 2010 Hilli, Petri
Mortgage-backed securities in a strategic asset allocation framework 2010 Brennan, Myles
Quantitative portfolio strategy : including US MBS in global treasury portfolios 2010 Dynkin, Lev
Volatility as an asset class for long-term investors 2010 Brière, Marie
Updating the yield curve to analyst's views 2010 Nogueira, Leonardo M.
Dynamic management of interest rate risk for central banks and pension funds 2010 Berkelaar, Arjan B.
Hidden risks in mean-variance optimization : an integrated-risk asset allocation proposal 2010 Fernandes, José Luiz Barros
Practical scenario-dependent portfolio optimization : a framework to combine investor views and quantitative discipline into acceptable portfolio decisions 2010 Grava, Roberts L.
Alle Artikel auflisten