Konstrukcja optymalnego portfela w bayesowskim modelu MSF-SBEKK : portfele funduszy inwestycyjnych PKO TFI
Year of publication: |
2014
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Authors: | Pajor, Anna |
Published in: |
Bank i kredyt. - Warszawa, ISSN 0137-5520, ZDB-ID 2374691-9. - Vol. 45.2014, 1, p. 53-78
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Subject: | MSV models | MSF-SBEKK model | Bayesian forecasting | portfolio optimization |
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