Asset Allocation with a High Dimensional Latent Factor...

Review of Financial Studies 2006 Vol. 19; Iss. 1

Asset Allocation with a High Dimensional Latent Factor Stochastic Volatility Model

Han, Yufeng
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Volume:
19
Year:
2006
Language:
english
Journal:
Review of Financial Studies
DOI:
10.1093/rfs/hhj002
File:
PDF, 259 KB
english, 2006
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