An application of the Black–Litterman model with EGARCH-M-derived views for international portfolio management
Steven L. Beach, Alexei G. OrlovVolume:
21
Language:
english
Pages:
20
Journal:
Financial Markets and Portfolio Management
DOI:
10.1007/s11408-007-0046-6
Date:
June, 2007
File:
PDF, 254 KB
english, 2007