Investment Portfolio Optimization with GARCH Models
Year of publication: |
2017
|
---|---|
Authors: | Siaw, Richmond |
Other Persons: | Ofosu-Hene, Eric (contributor) ; Tee, Evans (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | ARCH-Modell | ARCH model | Theorie | Theory | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (25 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Elk Asia Pacific Journal of Finance and Risk Management, Volume 8, Issue 2 (2017) Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 28, 2017 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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