Modeling conditional covariance for mixed-asset portfolios
Year of publication: |
2014
|
---|---|
Authors: | Zhou, Jian |
Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 40.2014, C, p. 242-249
|
Publisher: |
Elsevier |
Subject: | Mixed-asset portfolio | Conditional covariance | Forecast | Portfolio diversification | Risk management |
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