Semi-strong dynamic style analysis with time-varying selectivity measurement: Applications to Brazilian exchange-rate funds (Q3607873): Difference between revisions
From MaRDI portal
Created a new Item |
Normalize DOI. |
||
| (3 intermediate revisions by 3 users not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1002/asmb.688 / rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1002/asmb.688 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W4243287827 / rank | |||
Normal rank | |||
| Property / DOI | |||
| Property / DOI: 10.1002/ASMB.688 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 13:18, 21 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semi-strong dynamic style analysis with time-varying selectivity measurement: Applications to Brazilian exchange-rate funds |
scientific article |
Statements
Semi-strong dynamic style analysis with time-varying selectivity measurement: Applications to Brazilian exchange-rate funds (English)
0 references
28 February 2009
0 references
investment decision tracking
0 references
Jensen's alpha
0 references
Kalman filtering
0 references
portfolio restrictions
0 references
style analysis
0 references
