Digital portfolio theory

DOI10.1023/A:1014824005585MaRDI QIDQ1610293zbMATH OpenOpenAlexFDO

Authors C. Kenneth Jones

Publication date 19 August 2002

Published in Computational Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1014824005585

zbMATH Keywords

portfolio optimizationportfolio theorydigital signal processingcalendar anomalies

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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