Sequential monitoring of portfolio betas (Q725685)
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scientific article; zbMATH DE number 6912429
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Sequential monitoring of portfolio betas |
scientific article; zbMATH DE number 6912429 |
Statements
Sequential monitoring of portfolio betas (English)
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2 August 2018
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one factor model
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control charts
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on-line monitoring
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realized beta
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statistical process control
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time series
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0.91030777
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0.8857273
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0.8836647
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0.8676449
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0.84598905
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0.83521485
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0.80529284
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0.80397534
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0.8036453
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0.8030799
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