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~person:"Tsionas, Mike"
~source:"econis"
~type_genre:"Aufsatz im Buch"
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Annals of operations research ; volume 284, numbers 1 (January 2020)
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On mutual funds-of-ETFs asset allocation with
rebalancing
: sample covariance versus EWMA and GARCH
Xidonas, Panos
;
Tsionas, Mike
;
Zopounidis, Constantin
-
2020
Persistent link: https://www.econbiz.de/10012165614
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