Selecting forecasting models for portfolio allocation
Year of publication: |
2012
|
---|---|
Authors: | Clements, Adam ; Doolan, Mark ; Hurn, Stan ; Becker, Ralf |
Publisher: |
[S.l.] : National Centre for Econometric Research |
Subject: | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Modellierung | Scientific modelling | Prognoseverfahren | Forecasting model |
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