Modelling possibility of short-term forecasting of market parameters for portfolio selection
| dc.contributor.author | Dokuchaev, Nikolai | |
| dc.date.accessioned | 2017-01-30T12:02:03Z | |
| dc.date.available | 2017-01-30T12:02:03Z | |
| dc.date.created | 2015-01-04T20:00:28Z | |
| dc.date.issued | 2015 | |
| dc.identifier.citation | Dokuchaev, N. 2015. Modelling possibility of short-term forecasting of market parameters for portfolio selection. Annals of Economics and Finance. [In Press]. | |
| dc.identifier.uri | http://hdl.handle.net/20.500.11937/17456 | |
| dc.publisher | Peking University Press | |
| dc.subject | portfolio selection | |
| dc.subject | forecasting | |
| dc.subject | market models | |
| dc.subject | myopic strategies | |
| dc.title | Modelling possibility of short-term forecasting of market parameters for portfolio selection | |
| dc.type | Journal Article | |
| dcterms.source.volume | 16 | |
| dcterms.source.number | TBA | |
| dcterms.source.startPage | 1 | |
| dcterms.source.endPage | 22 | |
| dcterms.source.issn | 15297373 | |
| dcterms.source.title | Annals of Economics and Finance | |
| curtin.department | Department of Mathematics and Statistics | |
| curtin.accessStatus | Fulltext not available |