Work

Exponential Smoothing of Realized Portfolio Weights

Year: 2017

Type: article

Source: Journal of Empirical Finance

DOI: 10.1016/j.jempfin.2019.07.006

Authors: Vasyl Golosnoy, Bastian Gribisch, Miriam Isabel Seifert

Institutions: Ruhr University Bochum, University of Cologne

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Deutsche Forschungsgemeinschaft

Award: G2994312516

OpenAlex ID: W2767022969

FWCI: 0.795

Cites: 60

Cited by: 27

Related to: 10