Distance and prediction error variance constraints for ARMA model portfolios
Year of publication: |
2004
|
---|---|
Authors: | Chenoweth, Timothy ; Dowling, Karen ; Hubata, Robert |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 20.2004, 1, p. 41-52
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | ARMA-Modell | ARMA model | Prognoseverfahren | Forecasting model |
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