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pro vyhledávání: '"FEBBY VERENNIKA"'
Publikováno v:
E-Jurnal Matematika, Vol 13, Iss 2, Pp 141-145 (2024)
This study aims to analyze the optimal portfolio in gold precious metal investments using the Mean Absolute Deviation (MAD) method combined with the GARCH(1,1) parameter estimation. The MAD method was chosen for its ability to measure portfolio risk
Externí odkaz:
https://doaj.org/article/b4cdc2b01b404e5a9ac09ce42344f309
