A Forecasting Model for Stock Market Diversity

Francesco Audrino (), Robert Fernholz () and Roberto Ferretti ()

Annals of Finance, 2007, vol. 3, issue 2, pages 213-240

Keywords: Diversity; Generalized tree-structured threshold models; Maximum-likelihood estimation; Diversity-based portfolio strategies; C10; C13; C22; G11 (search for similar items in EconPapers)
Date: 2007
View list of references

Downloads: (external link)
http://hdl.handle.net/10.1007/s10436-006-0046-y (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:kap:annfin:v:3:y:2007:i:2:p:213-240

Access Statistics for this article

Annals of Finance is edited by C.D. Aliprantis

More articles in Annals of Finance from Springer
Series data maintained by Christopher F. Baum ().