Optimal portfolio allocation strategies with dynamic factor models
Nikos S. Thomaidis; Efthimios Roumpis; Nick Kondakis
| Year of publication: |
2010
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|---|---|
| Authors: | Thomaidis, Nikos S. ; Roumpis, Efthimios ; Kondakis, Nick |
| Published in: |
International journal of financial markets and derivatives. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7149, ZDB-ID 25501525. - Vol. 1.2010, 4, p. 352-370
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009956334