Investment Portfolio Selection Using Multivariate Exponential Weighted Moving Average (EWMA)

Channel:
India BP International
Subscribers:
8,770
Published on ● Video Link: https://www.youtube.com/watch?v=G1OKX0JnsFA


Duration: 0:00
1 views
0

Investment Portfolio Selection Using Multivariate Exponential Weighted Moving Average (EWMA) Model and Dynamic Conditional Correlation (DCC) Model

View Book: https://doi.org/10.9734/bpi/mcscd/v8/2976
#EWMA #DCC #MV #BMV #portfolio_selection #conditional_covariance_matrix #nonlinear_programming #mean_variance_model



Other Videos By BP International


2024-12-19A Comparative Study of the Effectiveness of Different Bio-enzyme on Acidic Soil
2024-12-19Effects of Various Cooking Techniques on the Vitamin C Levels in Cowpea Vegetables Vigna unguiculata
2024-12-19Advancements in Therapeutic Drug Monitoring
2024-12-19Enhanced Performance of Induction Motors Using a 3-Level H-Bridge Space Vector PWM Inverter
2024-12-19Redesigning of Vortex Tube
2024-12-19Comparison of Discharge Measurement Techniques for Small-scale Hydropower Efficiency
2024-12-19A Review of Computational Fluid Dynamics Simulation in Optimizing Mechanical Engineering Systems
2024-12-19Exploring the Dimensions of Energy Security in Relation to the National Power Grid
2024-12-19Application of the Novel Wavelet Ann Method for Segregating Bearing Faults in Three-phase
2024-12-19Gender Differences of the Young Adolescent's Attitudes towards the Aesthetic Component of Art Dance
2024-12-18Investment Portfolio Selection Using Multivariate Exponential Weighted Moving Average (EWMA)
2024-12-17A Forecast Analysis of the Gold Stock Price Using ARIMA Model
2024-12-17Digital Economy Enables Free Trade Port Rural Revitalization
2024-12-17Effects of the Vita Slim and Green Tea as Anti obesity Drugs on Certain Biochemical and Physiologica
2024-12-17Tumor Budding and Its Clinicopathological Correlations in Invasive Breast Carcinoma
2024-12-17Econometric Study Impact of Digital Economy and Financial Inclusive Policy on China's Rural Revitali
2024-12-17Consumption Recovery Digital Economy and Green Transformation in the Post Pandemic Era
2024-12-17Transgenderism, Schizophrenia and Neurosis: Brain Abnormality or Coping Mechanisms?
2024-12-17Nanotechnology Applications in Medicine and Beyond
2024-12-17In vitro Susceptibility Profiles and Clinical Distribution of Candida parapsilosis Species
2024-12-17Interaction of p-aminophenol and p-nitrophenol with Bismuth, Lead and Manganese Ferrocyanides