Mean-univariate GARCH VaR portfolio optimization: Actual...

Computers & Operations Research 2016 / 08 Vol. 72

Mean-univariate GARCH VaR portfolio optimization: Actual portfolio approach

Ranković, Vladimir, Drenovak, Mikica, Urosevic, Branko, Jelic, Ranko
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
72
Language:
english
Journal:
Computers & Operations Research
DOI:
10.1016/j.cor.2016.01.014
Date:
August, 2016
File:
PDF, 975 KB
english, 2016
Conversion to is in progress
Conversion to is failed