Volatility filters for dynamic portfolio optimization

Miao, Jia and Dunis, Christian L. (2005) Volatility filters for dynamic portfolio optimization. Applied Financial Economics Letters, 1(2), pp. 111-119. ISSN (print) 1744-6546

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Item Type: Article
Research Area: Accounting and finance
Faculty, School or Research Centre: Faculty of Business and Law > Kingston Business School (Accounting and Finance) (until July 2013)
Faculty of Business and Law
Depositing User: Patricia Lally
Date Deposited: 24 Jan 2013 15:40
Last Modified: 24 Jan 2013 15:40
URI: http://eprints.kingston.ac.uk/id/eprint/24578

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