المؤلفون: Stelios Arvanitis, Thierry Post

المصدر: Mathematics, Vol 12, Iss 4, p 608 (2024)

مصطلحات موضوعية: portfolio analysis, arbitrage portfolios, asset pricing, asymptotic statistics, empirical likelihood, Mathematics, QA1-939

وصف الملف: electronic resource

Relation: https://www.mdpi.com/2227-7390/12/4/608; https://doaj.org/toc/2227-7390

URL الوصول: https://doaj.org/article/27bc458f378b46f1b9742f0fd2da75a9

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المؤلفون: Fang, Shuhong

المصدر: 2009 IEEE International Conference on Intelligent Computing and Intelligent Systems Intelligent Computing and Intelligent Systems, 2009. ICIS 2009. IEEE International Conference on. 1:704-708 Nov, 2009

Relation: 2009 IEEE International Conference on Intelligent Computing and Intelligent Systems (ICIS 2009)

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تسجيل الدخول للوصول الكامل.

لا يتم عرض هذه النتيجة على الضيوف.
تسجيل الدخول للوصول الكامل.

لا يتم عرض هذه النتيجة على الضيوف.
تسجيل الدخول للوصول الكامل.

المؤلفون: Cesare Robotti, Raymond Kan

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: Technology, Operations Research, ASSET-PRICING-MODELS, Strategy and Management, media_common.quotation_subject, Population, Social Sciences, Hansen-Jagannathan bounds, Multivariate normal distribution, Sample (statistics), Management Science and Operations Research, MARKETS, Hansen–Jagannathan bound, Stochastic discount factor, Business & Economics, 0502 economics and business, PORTFOLIO, Econometrics, Applied mathematics, RATES, 050207 economics, education, Normality, media_common, Mathematics, maximum likelihood estimators, 08 Information And Computing Sciences, education.field_of_study, 050208 finance, Science & Technology, Mathematics::Combinatorics, Operations Research & Management Science, CONDITIONING INFORMATION, 05 social sciences, STOCHASTIC DISCOUNT FACTOR, MILLS RATIO, Variance (accounting), RETURNS, Confidence interval, Management, Inverse Mills ratio, Constraint (information theory), finite-sample distributions, in-sample arbitrage portfolios, TESTS, 15 Commerce, Management, Tourism And Services

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::63aaa310ae88673d9c306e60ad5a6318
https://doi.org/10.2139/ssrn.1076687

المؤلفون: Apreda, Rodolfo

مصطلحات موضوعية: Portfolio-Management, Synthetics, Enlarged Separation Portfolios, Arbitrage Portfolios, Portfolios, ddc:330, G11, G12, Plain Separation Portfolios

URL الوصول: https://explore.openaire.eu/search/publication?articleId=od______1687::9a6da692ba3b29233353523764f68926
https://hdl.handle.net/10419/84267

المؤلفون: Rodolfo Apreda

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: Matching (statistics), Capital market line, Financial economics, Bond, Context (language use), jel:G12, Security market line, Plain Separation Portfolios, Enlarged Separation Portfolios, Synthetics, Portfolios, Arbitrage Portfolios, jel:G11, Economics, Econometrics, Capital asset pricing model, Arbitrage, Project portfolio management

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::309f9c6d55cb0c5a2bebce84ec0a1f65
https://doi.org/10.2139/ssrn.1022364