On portfolio optimization: forecasting covariances and choosing the risk model
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Mass.
1999
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| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
7039 |
| Schlagworte: | |
| Online-Zugang: | kostenfrei |
| Beschreibung: | 42, [16] S. |
Internformat
MARC
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| 245 | 1 | 0 | |a On portfolio optimization |b forecasting covariances and choosing the risk model |c Louis K. C. Chan ; Jason Karceski ; Josef Lakonishok |
| 264 | 1 | |a Cambridge, Mass. |c 1999 | |
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| 490 | 1 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 7039 | |
| 650 | 7 | |a Actions de société - Prix - États-Unis - Modèles économétriques |2 ram | |
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| 650 | 4 | |a Ökonometrisches Modell | |
| 650 | 4 | |a Investment analysis |z United States |x Statistical methods | |
| 650 | 4 | |a Portfolio management |z United States |x Statistical methods | |
| 650 | 4 | |a Risk management |z United States |x Statistical methods | |
| 650 | 4 | |a Stock price forecasting |z United States |x Statistical methods | |
| 650 | 4 | |a Stocks |x Prices |z United States |x Econometric models | |
| 651 | 4 | |a USA | |
| 700 | 1 | |a Karceski, Jason |e Verfasser |4 aut | |
| 700 | 1 | |a Lakonishok, Josef |e Verfasser |4 aut | |
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Datensatz im Suchindex
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| geographic | USA |
| geographic_facet | USA |
| id | DE-604.BV012684271 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T18:31:53Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008621282 |
| oclc_num | 41535699 |
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| owner | DE-473 DE-BY-UBG DE-19 DE-BY-UBM DE-521 |
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| physical | 42, [16] S. |
| publishDate | 1999 |
| publishDateSearch | 1999 |
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| record_format | marc |
| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Chan, Louis K. Verfasser aut On portfolio optimization forecasting covariances and choosing the risk model Louis K. C. Chan ; Jason Karceski ; Josef Lakonishok Cambridge, Mass. 1999 42, [16] S. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 7039 Actions de société - Prix - États-Unis - Modèles économétriques ram Actions de société - Prix - États-Unis - Prévision - Méthode statistique ram Analyse financière - États-Unis - Méthode statistique ram Gestion de portefeuille - États-Unis - Méthode statistique ram Gestion du risque - États-Unis - Méthode statistique ram Ökonometrisches Modell Investment analysis United States Statistical methods Portfolio management United States Statistical methods Risk management United States Statistical methods Stock price forecasting United States Statistical methods Stocks Prices United States Econometric models USA Karceski, Jason Verfasser aut Lakonishok, Josef Verfasser aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 7039 (DE-604)BV002801238 7039 http://papers.nber.org/papers/w7039.pdf kostenfrei Volltext |
| spellingShingle | Chan, Louis K. Karceski, Jason Lakonishok, Josef On portfolio optimization forecasting covariances and choosing the risk model National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Actions de société - Prix - États-Unis - Modèles économétriques ram Actions de société - Prix - États-Unis - Prévision - Méthode statistique ram Analyse financière - États-Unis - Méthode statistique ram Gestion de portefeuille - États-Unis - Méthode statistique ram Gestion du risque - États-Unis - Méthode statistique ram Ökonometrisches Modell Investment analysis United States Statistical methods Portfolio management United States Statistical methods Risk management United States Statistical methods Stock price forecasting United States Statistical methods Stocks Prices United States Econometric models |
| title | On portfolio optimization forecasting covariances and choosing the risk model |
| title_auth | On portfolio optimization forecasting covariances and choosing the risk model |
| title_exact_search | On portfolio optimization forecasting covariances and choosing the risk model |
| title_full | On portfolio optimization forecasting covariances and choosing the risk model Louis K. C. Chan ; Jason Karceski ; Josef Lakonishok |
| title_fullStr | On portfolio optimization forecasting covariances and choosing the risk model Louis K. C. Chan ; Jason Karceski ; Josef Lakonishok |
| title_full_unstemmed | On portfolio optimization forecasting covariances and choosing the risk model Louis K. C. Chan ; Jason Karceski ; Josef Lakonishok |
| title_short | On portfolio optimization |
| title_sort | on portfolio optimization forecasting covariances and choosing the risk model |
| title_sub | forecasting covariances and choosing the risk model |
| topic | Actions de société - Prix - États-Unis - Modèles économétriques ram Actions de société - Prix - États-Unis - Prévision - Méthode statistique ram Analyse financière - États-Unis - Méthode statistique ram Gestion de portefeuille - États-Unis - Méthode statistique ram Gestion du risque - États-Unis - Méthode statistique ram Ökonometrisches Modell Investment analysis United States Statistical methods Portfolio management United States Statistical methods Risk management United States Statistical methods Stock price forecasting United States Statistical methods Stocks Prices United States Econometric models |
| topic_facet | Actions de société - Prix - États-Unis - Modèles économétriques Actions de société - Prix - États-Unis - Prévision - Méthode statistique Analyse financière - États-Unis - Méthode statistique Gestion de portefeuille - États-Unis - Méthode statistique Gestion du risque - États-Unis - Méthode statistique Ökonometrisches Modell Investment analysis United States Statistical methods Portfolio management United States Statistical methods Risk management United States Statistical methods Stock price forecasting United States Statistical methods Stocks Prices United States Econometric models USA |
| url | http://papers.nber.org/papers/w7039.pdf |
| volume_link | (DE-604)BV002801238 |
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