Return decomposition of absolute-performance multi-asset class portfolios

By Illmer Stefan  

Finanzmarkt und Portfolio Management, Vol. 21, Iss. 1, 2007-03 ,pp. : 121-134

Springer Publishing Company

Access to resources Recommend Favorite

Optimization of N-risky asset portfolios with stochastic variance and transaction costs

By Atkinson C.   Ingpochai P.  

Quantitative Finance, Vol. 10, Iss. 5, 2010-05 ,pp. : 503-514

Routledge Ltd

Access to resources Recommend Favorite

Correlation, price discovery and co-movement of asset-backed securities and equity

By Jobst Andreas A.  

Derivatives Use, Trading Regulation, Vol. 12, Iss. 1-2, 2006-05 ,pp. : 60-101

Palgrave Macmillan Ltd

Access to resources Recommend Favorite

Correlation, price discovery and co-movement of asset-backed securities and equity

By Jobst Andreas A  

Derivatives Use, Trading Regulation, Vol. 12, Iss. 1, 2006-05 ,pp. : 60-101

Palgrave Macmillan Ltd

Access to resources Recommend Favorite

Empirical analysis of the average asset correlation for real estate investment trusts

By Lopez Jose  

Quantitative Finance, Vol. 9, Iss. 2, 2009-03 ,pp. : 217-229

Routledge Ltd

Access to resources Recommend Favorite