Global European portfolio construction: Does a changing volatility structure matter? (Q5467265)
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scientific article; zbMATH DE number 5025729
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Global European portfolio construction: Does a changing volatility structure matter? |
scientific article; zbMATH DE number 5025729 |
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Global European portfolio construction: Does a changing volatility structure matter? (English)
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24 May 2006
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multivariate time series
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volatility timing
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mean-variance portfolios
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factor analysis
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VAR-GARCH
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