Showing 1 - 6 results of 6 for search 'PORTFOLIO MANAGEMENT', query time: 0.52s Refine Results
  1. 1
    Enhancing Portfolio Performance and VIX Futures Trading Timing with Markov-Switching GARCH Models
    Subjects: “...portfolio management...”
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    Article
  2. 2
    A Markov-Switching VSTOXX Trading Algorithm for Enhancing EUR Stock Portfolio Performance
    Subjects: “...active portfolio management...”
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    Article
  3. 3
    A Test of Using Markov-Switching GARCH Models in Oil and Natural Gas Trading
    Subjects: “...portfolio management...”
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    Article
  4. 4
    Efficiency of the Public Pensions Funds on the Socially Responsible Equities of Mexico
    Subjects: “...portfolio back test and simulation...”
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    Article
  5. 5
    A Two-Regime Markov-Switching GARCH Active Trading Algorithm for Coffee, Cocoa, and Sugar Futures
    “... or portfolio managers who want a quantitative trading algorithm for active trading in these commodity futures....”
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    Article
  6. 6
    Markov-Switching Stochastic Processes in an Active Trading Algorithm in the Main Latin-American Stock Markets
    “... to the best overall performance than the BH portfolio. Our results are of use for practitioners by the fact...”
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    Article
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