Optimal asset allocation with factor models for large portfolios:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Munich
CESifo
2008
|
| Schriftenreihe: | CESifo working papers
2326 : Category 10, Empirical and theoretical methods |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | Literaturverz. S. 31 - 33. - Auch im Internet unter den Adressen http://SSRN.com/abstract=1145183, www.RePEcorg. und www.CESifo-group.org/wp verfügbar |
| Beschreibung: | 33 S. 21 cm |
Internformat
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| 245 | 1 | 0 | |a Optimal asset allocation with factor models for large portfolios |c M. Hashem Pesaran ; Paolo Zaffaroni. Center for Economic Studies & Ifo Institute for Economic Research |
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Datensatz im Suchindex
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| discipline | Wirtschaftswissenschaften |
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| id | DE-604.BV035059001 |
| illustrated | Not Illustrated |
| index_date | 2024-07-02T21:59:48Z |
| indexdate | 2024-07-09T21:21:16Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016727535 |
| oclc_num | 244292317 |
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| physical | 33 S. 21 cm |
| psigel | ebook |
| publishDate | 2008 |
| publishDateSearch | 2008 |
| publishDateSort | 2008 |
| publisher | CESifo |
| record_format | marc |
| series2 | CESifo working papers |
| spelling | Pesaran, M. Hashem 1946- Verfasser (DE-588)122674146 aut Optimal asset allocation with factor models for large portfolios M. Hashem Pesaran ; Paolo Zaffaroni. Center for Economic Studies & Ifo Institute for Economic Research Munich CESifo 2008 33 S. 21 cm txt rdacontent n rdamedia nc rdacarrier CESifo working papers 2326 : Category 10, Empirical and theoretical methods Literaturverz. S. 31 - 33. - Auch im Internet unter den Adressen http://SSRN.com/abstract=1145183, www.RePEcorg. und www.CESifo-group.org/wp verfügbar Wirtschaftswissenschaften (DE-588)4066528-8 gnd rswk-swf Methode (DE-588)4038971-6 gnd rswk-swf Wirtschaftswissenschaften (DE-588)4066528-8 s Methode (DE-588)4038971-6 s DE-604 Zaffaroni, Paolo 1967- Verfasser (DE-588)129789984 aut CESifo GmbH <München> CESifo working papers 2326 (DE-604)BV013978326 2326 http://www.cesifo-group.de/DocDL/cesifo1_wp2326.pdf Verlag kostenfrei Volltext |
| spellingShingle | Pesaran, M. Hashem 1946- Zaffaroni, Paolo 1967- Optimal asset allocation with factor models for large portfolios Wirtschaftswissenschaften (DE-588)4066528-8 gnd Methode (DE-588)4038971-6 gnd |
| subject_GND | (DE-588)4066528-8 (DE-588)4038971-6 |
| title | Optimal asset allocation with factor models for large portfolios |
| title_auth | Optimal asset allocation with factor models for large portfolios |
| title_exact_search | Optimal asset allocation with factor models for large portfolios |
| title_exact_search_txtP | Optimal asset allocation with factor models for large portfolios |
| title_full | Optimal asset allocation with factor models for large portfolios M. Hashem Pesaran ; Paolo Zaffaroni. Center for Economic Studies & Ifo Institute for Economic Research |
| title_fullStr | Optimal asset allocation with factor models for large portfolios M. Hashem Pesaran ; Paolo Zaffaroni. Center for Economic Studies & Ifo Institute for Economic Research |
| title_full_unstemmed | Optimal asset allocation with factor models for large portfolios M. Hashem Pesaran ; Paolo Zaffaroni. Center for Economic Studies & Ifo Institute for Economic Research |
| title_short | Optimal asset allocation with factor models for large portfolios |
| title_sort | optimal asset allocation with factor models for large portfolios |
| topic | Wirtschaftswissenschaften (DE-588)4066528-8 gnd Methode (DE-588)4038971-6 gnd |
| topic_facet | Wirtschaftswissenschaften Methode |
| url | http://www.cesifo-group.de/DocDL/cesifo1_wp2326.pdf |
| volume_link | (DE-604)BV013978326 |
| work_keys_str_mv | AT pesaranmhashem optimalassetallocationwithfactormodelsforlargeportfolios AT zaffaronipaolo optimalassetallocationwithfactormodelsforlargeportfolios |