Multiobjective portfolio optimization of ARMA-GARCH time series based on experimental designs (Q342247)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Multiobjective portfolio optimization of ARMA-GARCH time series based on experimental designs |
scientific article; zbMATH DE number 6654115
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multiobjective portfolio optimization of ARMA-GARCH time series based on experimental designs |
scientific article; zbMATH DE number 6654115 |
Statements
Multiobjective portfolio optimization of ARMA-GARCH time series based on experimental designs (English)
0 references
17 November 2016
0 references
mixture design of experiments
0 references
ARMA-GARCH models
0 references
multiobjective portfolio optimization
0 references
entropy
0 references
0 references
0 references
0.7342754006385803
0 references
0.6948325634002686
0 references
0.6850929260253906
0 references
0.6842182874679565
0 references
