Strategic asset allocation with factor models for returns and garch models for volatilities
Metadata only
Datum
2004Typ
- Conference Paper
ETH Bibliographie
yes
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Publikationsstatus
publishedHerausgeber(in)
Buchtitel
Proceedings of the fourth IASTED international conference on modelling, simulation and optimizationSeiten / Artikelnummer
Verlag
IASTEDKonferenz
Thema
Stochastic optimization; Optimal control; Statistical and probabilistic modelling; Portfolio management and financeETH Bibliographie
yes
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