Volatility filters for active asset trading and portfolio optimisation

Miao, J

doi:10.24377/LJMU.t.00005793

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Liverpool John Moores University

Volatility filters for active asset trading and portfolio optimisation

dc:creator Miao, J

dc:type.qualificationname phd

dc:date.issued2006

Degree

thesis:*

Name dc:type.qualificationname: phd
Level dc:type.qualificationlevel: doctoral
Grantor dc:publisher.institution: Liverpool John Moores University
Year dc:date.issued: 2006

Author and committee

dc:creator, dc:contributor.*

Author dc:creator: Miao, J

Subjects

dc:subject × 3

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dc:identifier.*

DOI dc:identifier.doi: https://doi.org/10.24377/LJMU.t.00005793
OAI identifier oai:identifier: oai:researchonline.ljmu.ac.uk:5793

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Harvested from: Liverpool Jon Moores University
Base URL: researchonline.ljmu.ac.uk/cgi/oai2
Last updated: 2026-07-24
Source record: OAI-PMH GetRecord

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citation

Miao, J. Volatility filters for active asset trading and portfolio optimisation. doctoral thesis, Liverpool John Moores University, 2006. https://doi.org/10.24377/LJMU.t.00005793

Volatility filters for active asset trading and portfolio optimisation

Degree

Author and committee

Subjects

Identifiers

Chain of custody

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