Semi-strong dynamic style analysis with time-varying selectivity measurement: Applications to Brazilian exchange-rate funds (Q3607873): Difference between revisions
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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 |
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Semi-strong dynamic style analysis with time-varying selectivity measurement: Applications to Brazilian exchange-rate funds (English)
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28 February 2009
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investment decision tracking
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Jensen's alpha
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Kalman filtering
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portfolio restrictions
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style analysis
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