Method and apparatus for producing time variant asset allocation
RE Oberuc - US Patent 7,346,569, 2008 - Google Patents
Methods and/or apparatus are contemplated for establishing a plurality of investments in a
portfolio among which an allocation of assets is to be made; establishing one or more factors …
portfolio among which an allocation of assets is to be made; establishing one or more factors …
Tactical asset allocation and estimation risk
U Herold, R Maurer - Financial Markets and Portfolio …, 2004 - search.proquest.com
In investment practice and in modern financial economics, the classical assumption of
identically and independently distributed (iid) returns over time, made by the basic version of …
identically and independently distributed (iid) returns over time, made by the basic version of …
[引用][C] Derivative market: efficient option pricing models and predictive informational content
M Feldmanisα, J Rumbaβ - 2012
[引用][C] EFFICIENZA E OTTIMALITA'NELL'ASSET ALLOCATION IN PRESENZA DI INFORMAZIONI CONDIZIONANTI
CMOPC GIANNINI