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scientific article; zbMATH DE number 2105698
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| English | No label defined |
scientific article; zbMATH DE number 2105698 |
Statements
4 October 2004
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geometric random walk
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ARIMA model
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Markowitz portfolio model
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CAPM
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multiple factors model
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Black-Scholes
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resampling
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VaR risk management
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GARCH models
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nonparametic regression using spline
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behavioral finance
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0.840972900390625
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0.822870135307312
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0.8228088617324829
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0.8203601241111755
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