Asset allocation in Bayesian copula-GARCH framework : an application to the "passive funds versus active funds" problems
Long Kang
| Year of publication: |
2011
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|---|---|
| Authors: | Kang, Long |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717X. - Vol. 12.2011/12, 1, p. 45-66
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009871093