Alessandro CARDİNALİ
An Out-of-sample Analysis of Mean-Variance Portfolios with Orthogonal GARCH Factors
An Out-of-sample Analysis of Mean-Variance Portfolios with Orthogonal GARCH Factors
International Econometric Review
2012-Cilt: 4 - Sayı: 1
1-16
Mean-Variance Portfolios,
GARCH Processes,
Forecasting,
Turnover
107
60