EWMA Control Charts for Monitoring Optimal Portfolio Weights
Author:
Publisher
Informa UK Limited
Subject
Modeling and Simulation,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/07474940701247099
Reference72 articles.
1. Are estimated control charts in control?
2. Estimation in Shewhart control charts: effects and corrections
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4. Rolling-Sample Volatility Estimators
5. International Asset Allocation With Regime Shifts
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