MARKET TIMING IN PARAMETRIC PORTFOLIO POLICIES.

Autor: OSORIO, CARLOS1 (AUTHOR) ca_os@uni-bremen.de, PODDIG, THORSTEN1 (AUTHOR) poddig@uni-bremen.de, FIEBERG, CHRISTIAN2 (AUTHOR) cfieberg@uni-bremen.de, OLSCHEWSKY, MICHAEL3 (AUTHOR) Michael.Olschewsky@haspa.de, FALGE, MICHAEL1 (AUTHOR) Michael.Olschewsky@haspa.de
Zdroj: International Journal of Theoretical & Applied Finance. Jun2022, Vol. 25 Issue 4/5, p1-28. 28p.
Databáze: Business Source Ultimate