Mean-variance portfolios using Bayesian vector-autoregressive forcasts
| Year of publication: |
2007
|
|---|---|
| Authors: | Gohout, Wolfgang ; Specht, Katja |
| Published in: |
Statistical Papers. - Springer. - Vol. 48.2007, 3, p. 403-418
|
| Publisher: |
Springer |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008533792