PORTFOLIO SELECTION WITH CONDITIONAL COVARIANCE MATRIX AND NONLINEAR PROGRAMMING (Q2967662): Difference between revisions
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Latest revision as of 11:26, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PORTFOLIO SELECTION WITH CONDITIONAL COVARIANCE MATRIX AND NONLINEAR PROGRAMMING |
scientific article |
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PORTFOLIO SELECTION WITH CONDITIONAL COVARIANCE MATRIX AND NONLINEAR PROGRAMMING (English)
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1 March 2017
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multivariate exponential weighted moving average model
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dynamic conditional correlation model
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univariate GARCH model
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