Portfolio construction by volatility forecasts: Does the covariance structure matter?

✍ Scribed by Momtchil Pojarliev; Wolfgang Polasek

• Book ID: 107341470
• Publisher: Springer US
• Year: 2003
• Tongue: English
• Weight: 480 KB
• Volume: 17
• Category: Article
• ISSN: 1555-4961
• DOI: 10.1007/s11408-003-0105-6