{"product_id":"monitoring-portfolio-weights-by-means-of-the-shewhart-method-von-jeela-mohammadian","title":"Monitoring portfolio weights by means of the Shewhart method","description":"\u003cp\u003eThe distribution of asset returns may lead to  structural breaks. These breaks may result in  changes of the optimal portfolio weights. For a  portfolio investor, the ability of timely detection  of any systematic changes in the optimal portfolio  weights is of a great interest.  In this master thesis work, the use of the Shewhart  method, as a method for detecting a sudden parameter  change, the implied change in the multivariate  portfolio weights and its performance is reviewed.\u003c\/p\u003e\u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783838387598\"\u003e\u003ch3\u003eMonitoring portfolio weights\u003c\/h3\u003e\u003c\/div\u003e","brand":"Autorenwelt Shop","offers":[{"title":"Softcover - 9783838387598","offer_id":39498910171229,"sku":"9783838387598","price":49.0,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/a989b466-ab59-47c1-ac63-ebe2d2002274.jpg?v=1769667754","url":"https:\/\/shop.autorenwelt.de\/products\/monitoring-portfolio-weights-by-means-of-the-shewhart-method-von-jeela-mohammadian","provider":"Autorenwelt Shop","version":"1.0","type":"link"}