Modelling Volatility of Characteristics-sorted Portfolios

Language: English

Published by Scholars' Press Mrz 2018, 2018

6202309326 / 9786202309325

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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Softcover

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Item description from seller

This item is printed on demand - it takes 3-4 days longer - Neuware -Constructed portfolios based on different fundamental characteristics are expected to have different returns and associated risk levels and also different degrees of volatility properties including clustering, persistence and asymmetric effect. Thus, style investing managers should care with volatility features of the characteristics-sorted portfolio so as to achieve optimal portfolios and risk management. 52 pp. Englisch.

Seller Inventory # 9786202309325

Bibliographic details

Title
Modelling Volatility of Characteristics-sorted Portfolios
Author
Mahmoud Otaify
Publisher
Scholars' Press Mrz 2018
Publication year
2018
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
6202309326
ISBN 13
9786202309325
Item weight
96 grams
Dimensions
220x150x4 mm

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

Shipping rates from Germany to U.S.A.

Item5 to 15 business days5 to 15 business days
First item£ 19.49£ 19.49
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BuchWeltWeit Ludwig Meier e.K.

Germany