𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Portfolio selection under the condition of value preservation

✍ Scribed by Klaus Hellwig

Publisher
Springer US
Year
1996
Tongue
English
Weight
367 KB
Volume
7
Category
Article
ISSN
0924-865X

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

The mean-absolute deviation portfolio se
The mean-absolute deviation portfolio selection problem with interval-valued returns
✍ Shiang-Tai Liu πŸ“‚ Article πŸ“… 2011 πŸ› Elsevier Science 🌐 English βš– 217 KB

## a b s t r a c t In real-world investments, one may care more about the future earnings than the current earnings of the assets. This paper discusses the uncertain portfolio selection problem where the asset returns are represented by interval data. Since the parameters are interval valued, the g

Forecasting the conditional covariance m
Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence
✍ Trino-Manuel Ñíguez; Antonio Rubia πŸ“‚ Article πŸ“… 2006 πŸ› John Wiley and Sons 🌐 English βš– 197 KB

## Abstract Long‐range persistence in volatility is widely modelled and forecast in terms of the so‐called fractional integrated models. These models are mostly applied in the univariate framework, since the extension to the multivariate context of assets portfolios, while relevant, is not straight