Travail de recherche/Working paper
Titre: |
|
Auteur: | Halbleib, Roxana; Voev, Valerie |
Statut de publication: | Publié, 2010-12 |
series: | ECARES Working Papers, ECARES 2010-041 |
Sujet CREF: | Economie |
Sujet JEL: | Multiple or Simultaneous Equation Models: Time-Series Models |
Forecasting and Other Model Applications | |
Portfolio Choice; Investment Decisions | |
Volumes/pages: | 26 p. |
Mots-clés: | Forecasting |
Fractional integration | |
Stochastic dominance | |
Portfolio optimization | |
Realized covariance | |
Langue: | Anglais |
Identificateurs: | RePEc:eca:wpaper:2013/73585 |