Dynamic Portfolio Analysis Based on Realized Higher Moments

2009 Fifth International Conference on Natural Computation ◽

10.1109/icnc.2009.273 ◽

2009 ◽

Author(s):

Jiang Cui-xia ◽

Liu Jing-dong

Keyword(s):

Portfolio Analysis ◽

Higher Moments ◽

Dynamic Portfolio

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Dynamic Portfolio Analysis Based on Time-Varying Risk Measurement

2007 International Conference on Management Science and Engineering ◽

10.1109/icmse.2007.4422144 ◽

2007 ◽

Author(s):

Jiang Cui-xia ◽

Zhang Shi-ying

Keyword(s):

Portfolio Analysis ◽

Risk Measurement ◽

Time Varying ◽

Dynamic Portfolio

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Dynamic Portfolio Selection Under Higher Moments

2007 International Conference on Machine Learning and Cybernetics ◽

10.1109/icmlc.2007.4370565 ◽

2007 ◽

Author(s):

Qi-Fa Xu ◽

Cui-Xia Jiang ◽

Pu Kang

Keyword(s):

Portfolio Selection ◽

Higher Moments ◽

Dynamic Portfolio

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Dynamic Portfolio Selection with Higher Moments Risk Based on Polynomial Goal Programming

2007 International Conference on Management Science and Engineering ◽

10.1109/icmse.2007.4422158 ◽

2007 ◽

Cited By ~ 1

Author(s):

Xu Qi-fa ◽

Jiang Cui-xia ◽

Kang Pu

Keyword(s):

Portfolio Selection ◽

Goal Programming ◽

Higher Moments ◽

Dynamic Portfolio

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Dynamic Portfolio Analysis

The Journal of Portfolio Management ◽

10.3905/jpm.2007.698029 ◽

2007 ◽

Vol 34 (1) ◽

pp. 12-26 ◽

Cited By ~ 17

Author(s):

Richard C Grinold

Keyword(s):

Portfolio Analysis ◽

Dynamic Portfolio

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Development of Cogeneration in Germany: A Dynamic Portfolio Analysis Based on the New Regulatory Framework

SSRN Electronic Journal ◽

10.2139/ssrn.2236229 ◽

2010 ◽

Author(s):

Günther Westner ◽

Reinhard Madlener

Keyword(s):

Portfolio Analysis ◽

Regulatory Framework ◽

Dynamic Portfolio

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Development of Cogeneration in Germany: A Dynamic Portfolio Analysis Based on the New Regulatory Framework

SSRN Electronic Journal ◽

10.2139/ssrn.1620490 ◽

2009 ◽

Cited By ~ 109

Author(s):

Günther Westner ◽

Reinhard Madlener

Keyword(s):

Portfolio Analysis ◽

Regulatory Framework ◽

Dynamic Portfolio

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The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments

The Review of Economic Studies ◽

10.2307/2296483 ◽

1970 ◽

Vol 37 (4) ◽

pp. 537-542 ◽

Cited By ~ 426

Author(s):

P. A. Samuelson

Keyword(s):

Approximation Theorem ◽

Portfolio Analysis ◽

Higher Moments ◽

Fundamental Approximation

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IDENTIFICATION OF THE MASS MEDIA COMPANY MARKET COMPETITIVE POSITION USING METHODOLOGICAL APPROACHES OF THE PORTFOLIO ANALYSIS

SCIENTIFIC BULLETIN OF POLISSIA ◽

10.25140/2410-9576-2017-2-1(9)-179-184 ◽

2017 ◽

Vol 2 (1(9)) ◽

pp. 179-184

Author(s):

D. V. Chikirisov ◽

Keyword(s):

Mass Media ◽

Portfolio Analysis ◽

Competitive Position ◽

Methodological Approaches ◽

The Mass Media ◽

Media Company

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Dynamic mean-variance portfolio analysis under model risk

The Journal of Computational Finance ◽

10.21314/jcf.2009.202 ◽

2009 ◽

Vol 12 (4) ◽

pp. 91-115 ◽

Cited By ~ 9

Author(s):

Daniel Kuhn ◽

Panos Parpas ◽

Berç Rustem ◽

Raquel Fonseca

Keyword(s):

Portfolio Analysis ◽

Model Risk ◽

Mean Variance Portfolio ◽

Mean Variance

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Robust Estimation of Skewness and Kurtosis in Distributions with Infinite Higher Moments

SSRN Electronic Journal ◽

10.2139/ssrn.1582854 ◽

2010 ◽

Cited By ~ 1

Author(s):

Matteo Bonato

Keyword(s):

Robust Estimation ◽

Higher Moments ◽

Skewness And Kurtosis

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