Dynamic portfolio optimization with conditional heteroscedastic generalized dynamic factor models
| Year of publication: |
2010
|
|---|---|
| Authors: | Hallin, Marc ; Shiohama, Takayuki ; Taniguchi, Masanobu |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Published in: Journal of the Japan Statistical Society (2010) v.40,p.145-166 |
| Source: |
Persistent link: https://www.econbiz.de/10010600633