✦ LIBER ✦

Property portfolio allocation: A multi‐factor model

✍ Scribed by Blundell, G.F.; Ward, C.W.R.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Bayesian Dynamic Factor Models and Portf

✍ Omar Aguilar and Mike West 📂 Article 📅 2000 🏛 American Statistical Association 🌐 English ⚖ 736 KB

A multi-factor model for the risk manage

✍ Sandra Peterson; Richard C. Stapleton 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 328 KB

A simple portfolio allocation model of f

✍ John C. Taylor; Kenneth W. Clements 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 750 KB

Common Property Resources and Factor All

✍ J. A. Crutchfield 📂 Article 📅 1956 🏛 Blackwell Publishing ⚖ 464 KB

Dynamic portfolio optimization under mul

✍ Chen, Zhiping; Song, Zhenxia 📂 Article 📅 2012 🏛 Springer 🌐 German ⚖ 326 KB

A branch-and-bound algorithm for discret

✍ Shu-fen Niu; Guo-xin Wang; Xiao-ling Sun 📂 Article 📅 2008 🏛 Chinese Electronic Periodical Services 🌐 English ⚖ 194 KB