Portfolio Construction by Volatility Forecasts : Does the Covariance Structure Matter?
| Year of publication: |
2003
|
|---|---|
| Authors: | Pojarliev, Momtchil ; Polasek, Wolfgang |
| Published in: |
Finanzmarkt und Portfolio-Management. - Luzern, ZDB-ID 6358792. - Vol. 17.2003, 1, p. 103-116
|