Robust models for style analysis

Name: Robust models for style analysis
Brand: Edizioni Accademiche Italiane
SKU: 9783330782389
Price: 984 CZK
Availability: InStock

An empirical application

Autor: Antonella Costanzo

Jazyk:

Vazba: Brožovaná

Vydavatel: Edizioni Accademiche Italiane

Dostupnost: Skladem u dodavatele

Odesíláme za 5-8 dnů

984 Kč

This study contributes to the literature on style analysis by extending the quantile-based style mod...

Informace o knize

Autor

Antonella Costanzo

Jazyk

Italština

Vazba

Kniha - Brožovaná

Vydáno

2017

Stránek

108

EAN

9783330782389

ISBN

3330782382

Enbook ID

16367627

Vydavatel

Edizioni Accademiche Italiane

Hmotnost

177

Rozměry

150 x 220 x 6

Kompletní popis

This study contributes to the literature on style analysis by extending the quantile-based style model proposed by Basset and Chen (2001) through the introduction of the operational limits the manager faces up in handling an investment portfolio. In this framework, a practical guidance concerning the implementation of the quantile-based style model, the efficient use the obtained results, the computational complexity due to the introduction in the model of linear inequality constraints is presented. Validation issues of the proposed model are also discussed and more flexible solution for inference purposes based on resampling schemes is suggested. The efficiency and the robustness of the proposed alternative approach is explored through a simulation study.

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Robust models for style analysis

An empirical application

Informace o knize

Kompletní popis

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také