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

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