Modelling possibility of short-term forecasting of market parameters for portfolio selection
| Main Author: | Dokuchaev, Nikolai |
|---|---|
| Format: | Journal Article |
| Published: |
Peking University Press
2015
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.11937/17456 |
Similar Items
Mean variance and goal achieving portfolio for discrete-time market with currently observable source of correlations
by: Dokuchaev, Nikolai
Published: (2010)
by: Dokuchaev, Nikolai
Published: (2010)
Mean-reverting market model: speculative opportunities and non-arbitrage
by: Dokuchaev, Nikolai
Published: (2011)
by: Dokuchaev, Nikolai
Published: (2011)
Evolutionary approaches for portfolio optimization
by: Lwin, Khin Thein
Published: (2015)
by: Lwin, Khin Thein
Published: (2015)
Mutual fund theorem for continuous time markets with random coefficients
by: Dokuchaev, Nikolai
Published: (2013)
by: Dokuchaev, Nikolai
Published: (2013)
Saddle points for maximin investment problems with observable but non-predictable parameters: solution via heat equation.
by: Dokuchaev, Nikolai
Published: (2006)
by: Dokuchaev, Nikolai
Published: (2006)
Optimal replication of random claims by ordinary integrals with applications in finance
by: Dokuchaev, Nikolai
Published: (2013)
by: Dokuchaev, Nikolai
Published: (2013)
On forward and backward SPDEs with non-local boundary conditions
by: Dokuchaev, Nikolai
Published: (2015)
by: Dokuchaev, Nikolai
Published: (2015)
Building an innovation-based supplier portfolio: the use of patent analysis in strategic supplier selection in the automotive sector
by: Trautrims, Alexander, et al.
Published: (2017)
by: Trautrims, Alexander, et al.
Published: (2017)
Behavioral Portfolio Choice: Limited Stock Market Participation and Heterogeneous Portfolio Composition
by: Pan, Chen
Published: (2009)
by: Pan, Chen
Published: (2009)
On asymptotic optimality of Merton's myopic portfolio strategies under time discretization
by: Rodkina, A., et al.
Published: (2015)
by: Rodkina, A., et al.
Published: (2015)
Discrete time market with serial correlations and optimal myopic strategies.
by: Dokuchaev, Nikolai
Published: (2007)
by: Dokuchaev, Nikolai
Published: (2007)
An empirical test on the determinants of households' stock market participation decision and portfolio composition.
by: Ma, Lin
Published: (2007)
by: Ma, Lin
Published: (2007)
Portfolio optimisation with Equally-weighted risk contributions strategy
by: Kladnik, Tina
Published: (2009)
by: Kladnik, Tina
Published: (2009)
International Portfolio Diversification in Emerging Markets: 'A UK Perspective'
by: Khan, Shakeel
Published: (2008)
by: Khan, Shakeel
Published: (2008)
Dimension reduction and Mutual Fund Theorem in maximin setting for bond market
by: Dokuchaev, Nikolai
Published: (2011)
by: Dokuchaev, Nikolai
Published: (2011)
Electronic portfolios: Demonstrating student competence against external accreditation standards
by: Stanley, David, et al.
Published: (2012)
by: Stanley, David, et al.
Published: (2012)
A two-stage stochastic mixed-integer program modelling and hybrid solution approach to portfolio selection problems
by: He, Fang, et al.
Published: (2014)
by: He, Fang, et al.
Published: (2014)
Econometric Forecasting Models for Short Term Natural Rubber Prices
by: Khin, Aye Aye
Published: (2010)
by: Khin, Aye Aye
Published: (2010)
Optimal Portfolio Structure – Designing a Growth and Risk Balanced Portfolio of U.S. Bank Stocks: Predictive Modelling Through Monte Carlo Simulation
by: Dederichs, Julian
Published: (2016)
by: Dederichs, Julian
Published: (2016)
Applications of neural networks in market risk
by: Mostafa, Fahed.
Published: (2011)
by: Mostafa, Fahed.
Published: (2011)
Hybridising metaheuristics and exact methods for portfolio optimisation problem
by: Cui, Tianxiang
Published: (2016)
by: Cui, Tianxiang
Published: (2016)
Optimal solution of investment problems via linear parabolic equations generated by Kalman filter
by: Dokuchaev, Nikolai
Published: (2005)
by: Dokuchaev, Nikolai
Published: (2005)
Credit Portfolio Management in Financial Institutions
by: Sawhney, Mamta
Published: (2005)
by: Sawhney, Mamta
Published: (2005)
Short rate forecasting based on the inference from the CIR model for multiple yield curve dynamics
by: Hin, L., et al.
Published: (2016)
by: Hin, L., et al.
Published: (2016)
Forecasting for discrete time processes based on causal band-limited approximation
by: Dokuchaev, Nikolai
Published: (2013)
by: Dokuchaev, Nikolai
Published: (2013)
Advanced computational methods in portfolio optimisation
by: Jin, Yan
Published: (2017)
by: Jin, Yan
Published: (2017)
Performance of GARCH models in forecasting stock market volatility.
by: Choo, Wei Chong, et al.
Published: (1999)
by: Choo, Wei Chong, et al.
Published: (1999)
Mean-reverting discrete time market models: Speculative opportunities and absence of arbitrage
by: Dokuchaev, Nikolai
Published: (2012)
by: Dokuchaev, Nikolai
Published: (2012)
On the performance of the minimum VaR portfolio
by: Durand, Robert, et al.
Published: (2010)
by: Durand, Robert, et al.
Published: (2010)
Forecasting stock market return with nonlinearity: a genetic programming approach
by: Ding, Shusheng, et al.
Published: (2020)
by: Ding, Shusheng, et al.
Published: (2020)
A paradigm of inquiry for applied real estate research : integrating econometric and simulation methods in time and space specific forecasting models : Australian office market case study.
by: Kummerow, Max F.
Published: (1997)
by: Kummerow, Max F.
Published: (1997)
An evaluation of alternative forecasting models for natural rubber prices
by: Lim, Jit Yang
Published: (2002)
by: Lim, Jit Yang
Published: (2002)
Deep learning-based hybrid short-term solar forecast using sky images and meteorological data
by: Zhang, Liwenbo
Published: (2023)
by: Zhang, Liwenbo
Published: (2023)
An extension of portfolio theory in selecting projects to construct a preferred portfolio of petroleum assets
by: Mutavdzic, M., et al.
Published: (2015)
by: Mutavdzic, M., et al.
Published: (2015)
MODELLING AND FORECASTING VOLATILITY BY GARCH-TYPE MODELS: THE CASE OF VIETNAM STOCK EXCHANGE
by: Mai, Thi Thanh Hien
Published: (2008)
by: Mai, Thi Thanh Hien
Published: (2008)
Identity and the learning process: ePortfolios and higher education Arts students
by: Bennett, Dawn
Published: (2014)
by: Bennett, Dawn
Published: (2014)
Gender Comparisons of Asset and Debt Portfolios in Australia
by: Austen, Siobhan, et al.
Published: (2010)
by: Austen, Siobhan, et al.
Published: (2010)
Predictability on finite horizon for processes with exponential decrease of energy on higher frequencies
by: Dokuchaev, Nikolai
Published: (2010)
by: Dokuchaev, Nikolai
Published: (2010)
Interactive effects of marketing strategy formulation and implementation upon firm performance
by: Ramaseshan, Balasubramanian, et al.
Published: (2013)
by: Ramaseshan, Balasubramanian, et al.
Published: (2013)
ePortfolios in the teaching of music and other creative and performing arts in four Australian universities
by: Rowley, J., et al.
Published: (2014)
by: Rowley, J., et al.
Published: (2014)
Similar Items
-
Mean variance and goal achieving portfolio for discrete-time market with currently observable source of correlations
by: Dokuchaev, Nikolai
Published: (2010) -
Mean-reverting market model: speculative opportunities and non-arbitrage
by: Dokuchaev, Nikolai
Published: (2011) -
Evolutionary approaches for portfolio optimization
by: Lwin, Khin Thein
Published: (2015) -
Mutual fund theorem for continuous time markets with random coefficients
by: Dokuchaev, Nikolai
Published: (2013) -
Saddle points for maximin investment problems with observable but non-predictable parameters: solution via heat equation.
by: Dokuchaev, Nikolai
Published: (2006)