Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions (Q1792481)
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scientific article; zbMATH DE number 6952483
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| English | Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions |
scientific article; zbMATH DE number 6952483 |
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Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions (English)
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12 October 2018
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common risks
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realized covariances
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forecasting
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asset allocation
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portfolio construction
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0.7943676710128784
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0.7692142724990845
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0.7671669125556946
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0.7606120109558105
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