New characteristics for portfolio surveillance (Q5400850): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1080/02331880903023845
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+W2053600656
@@ Property / OpenAlex ID: W2053600656 / rank @@
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@@ Property / cites work @@
+Q4664883
@@ Property / cites work: Q4664883 / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis of Financial Time Series
@@ Property / cites work: Analysis of Financial Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+EWMA Control Charts for Monitoring Optimal Portfolio Weights
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@@ Property / cites work @@
+Statistical Surveillance. Optimality and Methods
@@ Property / cites work: Statistical Surveillance. Optimality and Methods / rank @@
+Normal rank
@@ Property / cites work @@
+Sequential monitoring of minimum variance portfolio
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@@ Property / cites work @@
+Distributional properties of portfolio weights
@@ Property / cites work: Distributional properties of portfolio weights / rank @@
+Normal rank
@@ Property / cites work @@
+On the Stable Paretian Behavior of Stock-Market Prices
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@@ Property / cites work @@
+A Multivariate Exponentially Weighted Moving Average Control Chart
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@@ Property / cites work @@
+A diffusion process and its applications to detecting a change in the drift of Brownian motion
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@@ Property / cites work @@
+Procedures for Reacting to a Change in Distribution
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@@ Property / cites work @@
+Optimal Surveillance Based on Exponentially Weighted Moving Averages
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@@ Property / cites work @@
+Q3976279
@@ Property / cites work: Q3976279 / rank @@
+Normal rank