Monitoring portfolio weights by means of the Shewhart method

By Jeela Mohammadian

The distribution of asset returns may lead to structural breaks. These breaks may result in changes of the optimal portfolio weights. For a portfolio investor, the ability of timely detection of any... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3838387597
• ISBN13: 9783838387598
• Release Date: August 2010
• Publisher: LAP Lambert Academic Publishing
• Length: 68 Pages
• Weight: 0.25 lbs.
• Dimensions: 0.2" x 6.0" x 9.0"