On the choice of covariance specifications for portfolio selection problems

Gespeichert in:

Autor*in:	Ferreira, Alexandre R. [verfasserIn] Santos, André A. P. [verfasserIn]

Format:	E-Artikel
Sprache:	Englisch

Erschienen:	May 2017

Übergeordnetes Werk:	Enthalten in: Brazilian review of econometrics - Rio de Janeiro : [Verlag nicht ermittelbar], 2000, 37(2017), 1 vom: Mai, Seite 89-122
Übergeordnetes Werk:	volume:37 ; year:2017 ; number:1 ; month:05 ; pages:89-122

Links:	Volltext Volltext

DOI / URN:	10.12660/bre.v37n12017.63579

Katalog-ID:	1024629422

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spelling	10.12660/bre.v37n12017.63579 doi (DE-627)1024629422 (DE-599)GBV1024629422 DE-627 ger DE-627 rda eng Ferreira, Alexandre R. verfasserin aut On the choice of covariance specifications for portfolio selection problems Alexandre R. Ferreira, Andre A. P. Santos May 2017 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Santos, André A. P. verfasserin (DE-588)103339744X (DE-627)741159007 (DE-576)380994720 aut Enthalten in Brazilian review of econometrics Rio de Janeiro : [Verlag nicht ermittelbar], 2000 37(2017), 1 vom: Mai, Seite 89-122 Online-Ressource (DE-627)547665717 (DE-600)2392364-7 (DE-576)281355118 1980-2447 nnns volume:37 year:2017 number:1 month:05 pages:89-122 http://bibliotecadigital.fgv.br/ojs/index.php/bre/article/view/63579 Verlag kostenfrei Volltext http://dx.doi.org/10.12660/bre.v37n12017.63579 Resolving-System kostenfrei Volltext GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_95 GBV_ILN_105 GBV_ILN_110 GBV_ILN_151 GBV_ILN_161 GBV_ILN_206 GBV_ILN_213 GBV_ILN_230 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_2014 GBV_ILN_4012 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4249 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4700 GBV_ILN_2403 GBV_ILN_2403 ISIL_DE-LFER zbwolc20180616 AR 37 2017 1 5 89-122 26 01 0206 1778795714 x1k 15-06-18 2403 01 DE-LFER 3478758602 00 --%%-- --%%-- n --%%-- l01 22-05-19 2403 01 DE-LFER http://dx.doi.org/10.12660/bre.v37n12017.63579 26 00 DE-206 56 Composite likelihood 26 00 DE-206 56 Conditional correlation models 26 00 DE-206 56 Factor models 26 00 DE-206 56 Multi-variate GARCH
allfields_unstemmed	10.12660/bre.v37n12017.63579 doi (DE-627)1024629422 (DE-599)GBV1024629422 DE-627 ger DE-627 rda eng Ferreira, Alexandre R. verfasserin aut On the choice of covariance specifications for portfolio selection problems Alexandre R. Ferreira, Andre A. P. Santos May 2017 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Santos, André A. P. verfasserin (DE-588)103339744X (DE-627)741159007 (DE-576)380994720 aut Enthalten in Brazilian review of econometrics Rio de Janeiro : [Verlag nicht ermittelbar], 2000 37(2017), 1 vom: Mai, Seite 89-122 Online-Ressource (DE-627)547665717 (DE-600)2392364-7 (DE-576)281355118 1980-2447 nnns volume:37 year:2017 number:1 month:05 pages:89-122 http://bibliotecadigital.fgv.br/ojs/index.php/bre/article/view/63579 Verlag kostenfrei Volltext http://dx.doi.org/10.12660/bre.v37n12017.63579 Resolving-System kostenfrei Volltext GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_95 GBV_ILN_105 GBV_ILN_110 GBV_ILN_151 GBV_ILN_161 GBV_ILN_206 GBV_ILN_213 GBV_ILN_230 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_2014 GBV_ILN_4012 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4249 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4700 GBV_ILN_2403 GBV_ILN_2403 ISIL_DE-LFER zbwolc20180616 AR 37 2017 1 5 89-122 26 01 0206 1778795714 x1k 15-06-18 2403 01 DE-LFER 3478758602 00 --%%-- --%%-- n --%%-- l01 22-05-19 2403 01 DE-LFER http://dx.doi.org/10.12660/bre.v37n12017.63579 26 00 DE-206 56 Composite likelihood 26 00 DE-206 56 Conditional correlation models 26 00 DE-206 56 Factor models 26 00 DE-206 56 Multi-variate GARCH
allfieldsGer	10.12660/bre.v37n12017.63579 doi (DE-627)1024629422 (DE-599)GBV1024629422 DE-627 ger DE-627 rda eng Ferreira, Alexandre R. verfasserin aut On the choice of covariance specifications for portfolio selection problems Alexandre R. Ferreira, Andre A. P. Santos May 2017 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Santos, André A. P. verfasserin (DE-588)103339744X (DE-627)741159007 (DE-576)380994720 aut Enthalten in Brazilian review of econometrics Rio de Janeiro : [Verlag nicht ermittelbar], 2000 37(2017), 1 vom: Mai, Seite 89-122 Online-Ressource (DE-627)547665717 (DE-600)2392364-7 (DE-576)281355118 1980-2447 nnns volume:37 year:2017 number:1 month:05 pages:89-122 http://bibliotecadigital.fgv.br/ojs/index.php/bre/article/view/63579 Verlag kostenfrei Volltext http://dx.doi.org/10.12660/bre.v37n12017.63579 Resolving-System kostenfrei Volltext GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_95 GBV_ILN_105 GBV_ILN_110 GBV_ILN_151 GBV_ILN_161 GBV_ILN_206 GBV_ILN_213 GBV_ILN_230 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_2014 GBV_ILN_4012 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4249 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4700 GBV_ILN_2403 GBV_ILN_2403 ISIL_DE-LFER zbwolc20180616 AR 37 2017 1 5 89-122 26 01 0206 1778795714 x1k 15-06-18 2403 01 DE-LFER 3478758602 00 --%%-- --%%-- n --%%-- l01 22-05-19 2403 01 DE-LFER http://dx.doi.org/10.12660/bre.v37n12017.63579 26 00 DE-206 56 Composite likelihood 26 00 DE-206 56 Conditional correlation models 26 00 DE-206 56 Factor models 26 00 DE-206 56 Multi-variate GARCH
allfieldsSound	10.12660/bre.v37n12017.63579 doi (DE-627)1024629422 (DE-599)GBV1024629422 DE-627 ger DE-627 rda eng Ferreira, Alexandre R. verfasserin aut On the choice of covariance specifications for portfolio selection problems Alexandre R. Ferreira, Andre A. P. Santos May 2017 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Santos, André A. P. verfasserin (DE-588)103339744X (DE-627)741159007 (DE-576)380994720 aut Enthalten in Brazilian review of econometrics Rio de Janeiro : [Verlag nicht ermittelbar], 2000 37(2017), 1 vom: Mai, Seite 89-122 Online-Ressource (DE-627)547665717 (DE-600)2392364-7 (DE-576)281355118 1980-2447 nnns volume:37 year:2017 number:1 month:05 pages:89-122 http://bibliotecadigital.fgv.br/ojs/index.php/bre/article/view/63579 Verlag kostenfrei Volltext http://dx.doi.org/10.12660/bre.v37n12017.63579 Resolving-System kostenfrei Volltext GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_95 GBV_ILN_105 GBV_ILN_110 GBV_ILN_151 GBV_ILN_161 GBV_ILN_206 GBV_ILN_213 GBV_ILN_230 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_2014 GBV_ILN_4012 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4249 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4700 GBV_ILN_2403 GBV_ILN_2403 ISIL_DE-LFER zbwolc20180616 AR 37 2017 1 5 89-122 26 01 0206 1778795714 x1k 15-06-18 2403 01 DE-LFER 3478758602 00 --%%-- --%%-- n --%%-- l01 22-05-19 2403 01 DE-LFER http://dx.doi.org/10.12660/bre.v37n12017.63579 26 00 DE-206 56 Composite likelihood 26 00 DE-206 56 Conditional correlation models 26 00 DE-206 56 Factor models 26 00 DE-206 56 Multi-variate GARCH
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spellingShingle	Ferreira, Alexandre R. 26 Composite likelihood 26 Conditional correlation models 26 Factor models 26 Multi-variate GARCH On the choice of covariance specifications for portfolio selection problems
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topic_title	26 00 DE-206 56 Composite likelihood 26 00 DE-206 56 Conditional correlation models 26 00 DE-206 56 Factor models 26 00 DE-206 56 Multi-variate GARCH On the choice of covariance specifications for portfolio selection problems Alexandre R. Ferreira, Andre A. P. Santos
topic	26 Composite likelihood 26 Conditional correlation models 26 Factor models 26 Multi-variate GARCH
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