A forecasting model for stock market diversity (Q665777): Difference between revisions

@@ Property / author @@
-E. Robert Fernholz
@@ Property / author: E. Robert Fernholz / rank @@
-Normal rank
@@ Property / author @@
-Q208049
@@ Property / author: Q208049 / rank @@
-Normal rank
@@ Property / author @@
+E. Robert Fernholz
@@ Property / author: E. Robert Fernholz / rank @@
+Normal rank
@@ Property / author @@
+Roberto G. Ferretti
@@ Property / author: Roberto G. Ferretti / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2048945677
@@ Property / OpenAlex ID: W2048945677 / rank @@
+Normal rank
@@ Property / cites work @@
+Tree-structured Generalized Autoregressive Conditional Heteroscedastic Models
+Normal rank
@@ Property / cites work @@
+Q4318617
@@ Property / cites work: Q4318617 / rank @@
+Normal rank
@@ Property / cites work @@
+Common risk factors in the returns on stocks and bonds
+Normal rank
@@ Property / cites work @@
+On the diversity of equity markets
@@ Property / cites work: On the diversity of equity markets / rank @@
+Normal rank
@@ Property / cites work @@
+Equity portfolios generated by functions of ranked market weights
+Normal rank
@@ Property / cites work @@
+Q4531968
@@ Property / cites work: Q4531968 / rank @@
+Normal rank