Sequential monitoring of minimum variance portfolio (Q2461273): Difference between revisions
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Revision as of 01:47, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential monitoring of minimum variance portfolio |
scientific article |
Statements
Sequential monitoring of minimum variance portfolio (English)
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27 November 2007
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statistical process control
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volatility timing
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covariance matrix estimation
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GARCH approach
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