Multivariate risk-return decision making within dynamic estimation (Q3570254)
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scientific article; zbMATH DE number 5726477
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| English | Multivariate risk-return decision making within dynamic estimation |
scientific article; zbMATH DE number 5726477 |
Statements
25 June 2010
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MGARCH model
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dynamic portfolio weights estimation
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bivariate Student \(t\)-distribution
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positive-definite covariance matrix
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0.6920077800750732
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0.6785136461257935
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0.6779053211212158
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0.6774006485939026
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