Work

Estimating Portfolio Conditional Returns Distribution Through Style Analysis Models

Year: 2007

Type: book-chapter

Source: Springer eBooks

DOI: 10.1007/978-88-470-0704-8_2

Authors: Laura Attardi, Domenico Vistocco

Institutions: University of Naples Federico II, Università degli studi di Cassino e del Lazio Meridionale

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W179675026

FWCI: 0.855

Cites: 7

Cited by: 1

Related to: 10