Portfolio optimization under distribution uncertainty with a feature fusion of conditional skewness GARCH model
Yousaf Ali Khan, Muneeb Ahmad, Muhammad Munir Ahmad
| Year of publication: |
2023
|
|---|---|
| Authors: | Khan, Yousaf Ali ; Ahmad, Muneeb ; Ahmad, Muhammad Munir |
| Subject: | conditional skewness | GARCH | Japan stock | mean-variance | Stocks and currency portfolios | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model | Japan | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Theorie | Theory | Risikomaß | Risk measure | Risiko | Risk |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S242478632350007X [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014304236