Non-Diversifiable Risk in Investment Portfolios --- an Aid to Investment Decision Making
estimators of diversifiable risk and portfolio expected returns to reflect normal market conditions. GARCH (General Auto - Regressive Conditional Heteroskedasticity) models are then used to make forecasts of given time series, from which future predictions of Non - Diversifiable risk, Diversifiable...
I tiakina i:
| Kaituhi matua: | |
|---|---|
| Hōputu: | Artigo |
| Reo: | Inglês |
| I whakaputaina: |
Society for Risk Analysis - China
2015-04-01
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| Rangatū: | Journal of Risk Analysis and Crisis Response (JRACR) |
| Ngā marau: | |
| Urunga tuihono: | https://www.atlantis-press.com/article/18932.pdf |
| Ngā Tūtohu: |
Kāore He Tūtohu, Me noho koe te mea tuatahi ki te tūtohu i tēnei pūkete!
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