Dynamic Portfolio Selection on Croatian Financial Markets: MGARCH Approach

Autor: Tihana Škrinjarić, Boško Šego

Publikováno v: Business Systems Research, Vol 7, Iss 2, Pp 78-90 (2016)
Business Systems Research : International journal of the Society for Advancing Innovation and Research in Economy
Volume 7
Issue 2

Background: Investors on financial markets are interested in finding trading strategies which could enable them to beat the market. They always look for best possibilities to achieve above-average returns and manage risks successfully. MGARCH methodo

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1c1763b293f2fd8fde81e4a598b950fa
https://doaj.org/article/72708a383d78434d8a739377eeb05838