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An Out-of-sample Analysis of
Mean-Variance
Portfolios
with Orthogonal GARCH Factors
Cardinali, Alessandro
- In:
International Econometric Review (IER)
4
(
2012
)
1
,
pp. 1-16
In this paper a comparative study is conducted to evaluate the out-of-sample performance of
mean-variance
portfolios
…
Persistent link: https://www.econbiz.de/10012610939
Saved in:
2
An Out-of-sample Analysis of
Mean-Variance
Portfolios
with Orthogonal GARCH Factors
Cardinali, Alessandro
- In:
International Econometric Review (IER)
4
(
2012
)
1
,
pp. 1-16
In this paper a comparative study is conducted to evaluate the out-of-sample performance of
mean-variance
portfolios
…
Persistent link: https://www.econbiz.de/10010684135
Saved in:
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