An approach to portfolio selection using an ARX predictor for securities’ risk and return

✍ Scribed by D.D.D. Pinto; J.G.M.S. Monteiro; E.H. Nakao

• Book ID: 113606862
• Publisher: Elsevier Science
• Year: 2011
• Tongue: English
• Weight: 536 KB
• Volume: 38
• Category: Article
• ISSN: 0957-4174
• DOI: 10.1016/j.eswa.2011.05.046