1. 首页
  2. 移动开发
  3. webOS
  4. Multivariate GARCH models BL tracking error portfolios.pdf

Multivariate GARCH models BL tracking error portfolios.pdf

上传者: 2020-09-20 09:50:52上传 PDF文件 646.46KB 热度 9次
Palomba, G. (2008). Multivariate GARCH models and the Black-Litterman approach for tracking error constrained portfolios: An empirical analysis. Global Business and Economics Review, 10 (4), 379–413
下载地址
用户评论