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Search: subject:"ARMA-GARCH model"
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Foster-Hart optimal portfolios
Anand, Abhinav
;
Li, Tiantian
;
Kurosaki, Tetsuo
;
Kim, …
- In:
Journal of banking & finance
68
(
2016
),
pp. 117-130
Persistent link: https://www.econbiz.de/10011634807
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Mean-CoAVaR optimization for global banking portfolios
Kurosaki, Tetsuo
;
Kim, Young Shin
- In:
Investment management and financial innovations
10
(
2013
)
2
,
pp. 15-20
Persistent link: https://www.econbiz.de/10010201114
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