Financial Modeling of the Equity Market
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Published By John Wiley & Sons, Inc.

9781119201236, 9780471699002

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Model selection and its pitfalls

Financial Modeling of the Equity Market ◽

10.1002/9781119201236.ch13 ◽

2015 ◽

pp. 407-435

Keyword(s):

Model Selection

Index

Financial Modeling of the Equity Market ◽

10.1002/9781119201236.index ◽

2015 ◽

pp. 629-651

Feedback and predictors in stock markets

Financial Modeling of the Equity Market ◽

10.1002/9781119201236.ch10 ◽

2015 ◽

pp. 321-346

Keyword(s):

Stock Markets

Difference Equations

Financial Modeling of the Equity Market ◽

10.1002/9781119201236.app1 ◽

2015 ◽

pp. 578-602

Keyword(s):

Difference Equations

Mathematical and numerical optimization

Financial Modeling of the Equity Market ◽

10.1002/9781119201236.ch6 ◽

2015 ◽

pp. 149-188

Keyword(s):

Numerical Optimization

Forecasting expected return and risk

Financial Modeling of the Equity Market ◽

10.1002/9781119201236.ch8 ◽

2015 ◽

pp. 215-266

Keyword(s):

Expected Return

Applying the portfolio selection framework in practice

Financial Modeling of the Equity Market ◽

10.1002/9781119201236.ch4 ◽

2015 ◽

pp. 87-113

Keyword(s):

Portfolio Selection ◽

Selection Framework

Correlations, Regressions, and Copulas

Financial Modeling of the Equity Market ◽

10.1002/9781119201236.app2 ◽

2015 ◽

pp. 603-617

Robust frameworks for estimation and portfolio allocation

Financial Modeling of the Equity Market ◽

10.1002/9781119201236.ch9 ◽

2015 ◽

pp. 267-319

Keyword(s):

Portfolio Allocation

Estimation of linear dynamic models

Financial Modeling of the Equity Market ◽

10.1002/9781119201236.ch15 ◽

2015 ◽

pp. 477-527

Keyword(s):

Dynamic Models ◽

Linear Dynamic ◽

Linear Dynamic Models