Asset allocation in a Bayesian copula-GARCH framework

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收藏 2014-10-17

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【作者(必填)】Long Kang

【文题(必填)】Asset allocation in a Bayesian copula-GARCH framework: An application to the ‘passive funds versus active funds’ problem

【年份(必填)】2011

【全文链接或数据库名称(选填)】http://www.palgrave-journals.com/jam/journal/v12/n1/full/jam20106a.html

Asset allocation in a Bayesian copula-GARCH framework: An application to the ‘passive funds versus active funds’ problem

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2014-10-17 12:53:29

Asset allocation in a Bayesian copula-GARCH framework: An application to the ‘passive funds versus active funds’ problem

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2014-10-17 13:48:30

violinangel 发表于 2014-10-17 13:27
Asset allocation in a Bayesian copula-GARCH framework: An application to the ‘passive funds versus ...

非常感谢！

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2014-10-19 20:05:01

violinangel 发表于 2014-10-17 12:53
Asset allocation in a Bayesian copula-GARCH framework: An application to the ‘passive funds versus ...

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