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OPTIMAL ASSET ALLOCATION UNDER GARCH MODEL.

Authors :
HUI, W. C.
YANG, H.
YUEN, K. C.
Source :
Statistics & Finance: An Interface - Proceedings of the Hong Kong International Workshop on Statistics in Finance; 2000, p336-346, 11p
Publication Year :
2000

Subjects

Subjects :
ASSET allocation
GARCH model
INVESTORS
INVESTMENT risk
RISK premiums

Details

Language :
English
ISBNs :
9781860942372
Database :
Complementary Index
Journal :
Statistics & Finance: An Interface - Proceedings of the Hong Kong International Workshop on Statistics in Finance
Publication Type :
Conference
Accession number :
129081816

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