New characteristics for portfolio surveillance (Q5400850)
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scientific article; zbMATH DE number 6268791
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New characteristics for portfolio surveillance |
scientific article; zbMATH DE number 6268791 |
Statements
New characteristics for portfolio surveillance (English)
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12 March 2014
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statistical process control
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EWMA control charts
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multivariate normal distribution
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optimal portfolio weights
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volatility timing
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