المؤلفون: Galhardas, Carlota Rendeiro

المساهمون: Karehnke, Paul, Veritati - Repositório Institucional da Universidade Católica Portuguesa

مصطلحات موضوعية: Portfolio development, Asset allocation modelling, Commodity investment, Stock-bond portfolio, Static portfolio allocation, Dynamic portfolio allocation, Construção de portfólios, Modelagem da alocação de ativos, Investimento em commodities, Portfólio de ações e obrigações, Alocação estática, Alocação dinâmica, Domínio/Área Científica::Ciências Sociais::Economia e Gestão

وصف الملف: application/pdf

الاتاحة: http://hdl.handle.net/10400.14/35249

المؤلفون: Rossella Agliardi

المساهمون: Rossella Agliardi

مصطلحات موضوعية: HJB equation, optimal dynamic portfolio allocation, nonlinear ODE, geometric Brownian process

وصف الملف: ELETTRONICO

Relation: volume:1; firstpage:1; lastpage:8; numberofpages:8; journal:MATHEMATICAL FINANCE LETTERS; http://hdl.handle.net/11585/785403; http://scik.org/index.php/mfl/article/view/4547

الاتاحة: http://hdl.handle.net/11585/785403
https://doi.org/10.28919/mfl/4547
http://scik.org/index.php/mfl/article/view/4547

المؤلفون: Schüssler, Rainer, Beckmann, Joscha, Koop, Gary, Korobilis, Dimitris

مصطلحات موضوعية: ddc:330, C11, D83, F31, G12, G15, G17, Exchange rates, economic fundamentals, Bayesian vector autoregression, forecasting, dynamic portfolio allocation

Relation: Series: Beiträge zur Jahrestagung des Vereins für Socialpolitik 2018: Digitale Wirtschaft - Session: Forecasting II; No. E05-V1; http://hdl.handle.net/10419/181523; RePEc:zbw:vfsc18:181523

الاتاحة: http://hdl.handle.net/10419/181523

المؤلفون: Pawared Piyajitmetta

مصطلحات موضوعية: Dynamic portfolio allocation, Market regime, Markov-switching model

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::e1f1313b0c3a0d73223801f8fe162fbd

المؤلفون: Nazir, Amril

المصدر: All Works

مصطلحات موضوعية: Online portfolio selection, Online portfolio optimization, Risk management, Adaptive portfolio allocation, Dynamic portfolio allocation, Risk-adverse portfolio allocation, Business, Computer Sciences

Relation: https://zuscholars.zu.ac.ae/works/4617; https://doi.org/10.1142/s1793962322500180

الاتاحة: https://zuscholars.zu.ac.ae/works/4617
https://doi.org/10.1142/s1793962322500180

المؤلفون: Dimitris Korobilis, Joscha Beckmann, Gary Koop, Rainer Alexander Schüssler

مصطلحات موضوعية: Economics and Econometrics, Exploit, Computer science, HB, forecasting, Dynamic asset allocation, Bayesian inference, HG, Exchange rate, 0502 economics and business, ddc:330, Econometrics, G12, 050207 economics, Predictability, C11, F31, 050205 econometrics, G17, G15, Exchange rates, 05 social sciences, economic fundamentals, Bayesian vector autoregression, D83, Autoregressive model, dynamic portfolio allocation, Foreign exchange market, Social Sciences (miscellaneous)

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a1f2d7fb337ac923da03cdb76f73f799
https://eprints.gla.ac.uk/223799/2/223799.pdf

المؤلفون: Redouane Elkamhia, Denitsa Stefanovab

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://personal.vu.nl/d.g.stefanova/files/elkamhi_stefanova_corr_hedging.pdf.

مصطلحات موضوعية: correlation hedging, dynamic portfolio allocation, Monte Carlo simulation, tail depen- dence

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.629.7159; http://personal.vu.nl/d.g.stefanova/files/elkamhi_stefanova_corr_hedging.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.629.7159
http://personal.vu.nl/d.g.stefanova/files/elkamhi_stefanova_corr_hedging.pdf

المؤلفون: Denitsa Stefanova A, Redouane Elkamhi B

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.finance-innovation.org/risk09/work/1091118.pdf.

مصطلحات موضوعية: correlation hedging, dynamic portfolio allocation, Monte Carlo simulation, tail dependence

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.353.2607; http://www.finance-innovation.org/risk09/work/1091118.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.353.2607
http://www.finance-innovation.org/risk09/work/1091118.pdf

المؤلفون: Elkamhia, Redouane, Stefanova, Denitsa

مصطلحات موضوعية: ddc:330, C15, C16, C51, G11, correlation hedging, dynamic portfolio allocation, Monte Carlo simulation, tail dependence, Hedging, Portfolio-Management, Statistische Verteilung, Monte-Carlo-Methode, Theorie

Relation: Series: Tinbergen Institute Discussion Paper; No. 11-028/2/DSF10; gbv-ppn:840103409; http://hdl.handle.net/10419/87031; RePEc:dgr:uvatin:20110028

الاتاحة: http://hdl.handle.net/10419/87031

المؤلفون: Redouane Elkamhi, Denitsa Stefanova

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: Financial economics, Tail dependence, jel:C51, Sample (statistics), jel:C16, jel:C15, jel:G11, Superhedging price, Replicating portfolio, Econometrics, Economics, Portfolio, Post-modern portfolio theory, correlation hedging, dynamic portfolio allocation, Monte Carlo simulation, tail dependence, Portfolio optimization, Cluster analysis

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0243680630c3165b18620e65635eb248
https://doi.org/10.2139/ssrn.1537322