Mean-Gini portfolio selection: Forecasting VaR using GARCH...

Journal of Economics and International Finance 2015 Vol. 7; Iss. 3

Mean-Gini portfolio selection: Forecasting VaR using GARCH models in Moroccan financial market

Jamal, Agouram, Ghizlane, Lakhnati
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Volume:
7
Year:
2015
Language:
english
Journal:
Journal of Economics and International Finance
DOI:
10.5897/JEIF2014.0630
File:
PDF, 222 KB
english, 2015
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