On the inverse of the covariance matrix in portfolio analysis:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Washington, DC
Board of Governors of the Federal Reserve System
1997
|
| Series: | International finance discussion papers
587 |
| Subjects: | |
| Physical Description: | 20 S. |
Staff View
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV011704681 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | t | ||
| 008 | 980107s1997 |||| 00||| eng d | ||
| 035 | |a (OCoLC)37700111 | ||
| 035 | |a (DE-599)BVBBV011704681 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-703 | ||
| 050 | 0 | |a HG3881.U53 | |
| 084 | |a QB 910 |0 (DE-625)141231: |2 rvk | ||
| 100 | 1 | |a Stevens, Guy V. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a On the inverse of the covariance matrix in portfolio analysis |c Guy V. G. Stevens |
| 264 | 1 | |a Washington, DC |b Board of Governors of the Federal Reserve System |c 1997 | |
| 300 | |a 20 S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a International finance discussion papers |v 587 | |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Capital assets pricing model | |
| 650 | 4 | |a Investment analysis |x Mathematical models | |
| 650 | 4 | |a Portfolio management |x Mathematical models | |
| 830 | 0 | |a International finance discussion papers |v 587 |w (DE-604)BV004858255 |9 528 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-007892358 | ||
Record in the Search Index
| _version_ | 1804126241598472192 |
|---|---|
| any_adam_object | |
| author | Stevens, Guy V. |
| author_facet | Stevens, Guy V. |
| author_role | aut |
| author_sort | Stevens, Guy V. |
| author_variant | g v s gv gvs |
| building | Verbundindex |
| bvnumber | BV011704681 |
| callnumber-first | H - Social Science |
| callnumber-label | HG3881 |
| callnumber-raw | HG3881.U53 |
| callnumber-search | HG3881.U53 |
| callnumber-sort | HG 43881 U53 |
| callnumber-subject | HG - Finance |
| classification_rvk | QB 910 |
| ctrlnum | (OCoLC)37700111 (DE-599)BVBBV011704681 |
| discipline | Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01131nam a2200337 cb4500</leader><controlfield tag="001">BV011704681</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">980107s1997 |||| 00||| eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)37700111</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV011704681</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-703</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG3881.U53</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QB 910</subfield><subfield code="0">(DE-625)141231:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Stevens, Guy V.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">On the inverse of the covariance matrix in portfolio analysis</subfield><subfield code="c">Guy V. G. Stevens</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Washington, DC</subfield><subfield code="b">Board of Governors of the Federal Reserve System</subfield><subfield code="c">1997</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">20 S.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">International finance discussion papers</subfield><subfield code="v">587</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Capital assets pricing model</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Investment analysis</subfield><subfield code="x">Mathematical models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Portfolio management</subfield><subfield code="x">Mathematical models</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">International finance discussion papers</subfield><subfield code="v">587</subfield><subfield code="w">(DE-604)BV004858255</subfield><subfield code="9">528</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-007892358</subfield></datafield></record></collection> |
| id | DE-604.BV011704681 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T18:14:20Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-007892358 |
| oclc_num | 37700111 |
| open_access_boolean | |
| owner | DE-703 |
| owner_facet | DE-703 |
| physical | 20 S. |
| publishDate | 1997 |
| publishDateSearch | 1997 |
| publishDateSort | 1997 |
| publisher | Board of Governors of the Federal Reserve System |
| record_format | marc |
| series | International finance discussion papers |
| series2 | International finance discussion papers |
| spelling | Stevens, Guy V. Verfasser aut On the inverse of the covariance matrix in portfolio analysis Guy V. G. Stevens Washington, DC Board of Governors of the Federal Reserve System 1997 20 S. txt rdacontent n rdamedia nc rdacarrier International finance discussion papers 587 Mathematisches Modell Capital assets pricing model Investment analysis Mathematical models Portfolio management Mathematical models International finance discussion papers 587 (DE-604)BV004858255 528 |
| spellingShingle | Stevens, Guy V. On the inverse of the covariance matrix in portfolio analysis International finance discussion papers Mathematisches Modell Capital assets pricing model Investment analysis Mathematical models Portfolio management Mathematical models |
| title | On the inverse of the covariance matrix in portfolio analysis |
| title_auth | On the inverse of the covariance matrix in portfolio analysis |
| title_exact_search | On the inverse of the covariance matrix in portfolio analysis |
| title_full | On the inverse of the covariance matrix in portfolio analysis Guy V. G. Stevens |
| title_fullStr | On the inverse of the covariance matrix in portfolio analysis Guy V. G. Stevens |
| title_full_unstemmed | On the inverse of the covariance matrix in portfolio analysis Guy V. G. Stevens |
| title_short | On the inverse of the covariance matrix in portfolio analysis |
| title_sort | on the inverse of the covariance matrix in portfolio analysis |
| topic | Mathematisches Modell Capital assets pricing model Investment analysis Mathematical models Portfolio management Mathematical models |
| topic_facet | Mathematisches Modell Capital assets pricing model Investment analysis Mathematical models Portfolio management Mathematical models |
| volume_link | (DE-604)BV004858255 |
| work_keys_str_mv | AT stevensguyv ontheinverseofthecovariancematrixinportfolioanalysis |