Volatility filters for dynamic portfolio optimization

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	111-119
Journal	Mathematical Medicine and Biology
Volume	1
Issue number	2
DOIs	https://doi.org/10.1080/17446540500102455
Publication status	Published - 2005

Keywords

@article{4f442a892b6e43669470878693d00fc7,

title = "Volatility filters for dynamic portfolio optimization",

keywords = "Accounting and finance",

author = "Jia Miao and Dunis, \{Christian L.\}",

year = "2005",

doi = "10.1080/17446540500102455",

language = "English",

volume = "1",

pages = "111--119",

journal = "Mathematical Medicine and Biology",

issn = "1477-8599",

publisher = "Oxford University Press",

number = "2",

}