Travail de recherche/Working paper
| Titre: |
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| 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 |
