Time-varying minimum variance portfolio
| Autor: | Fan, Qingliang, Wu, Ruike, Yang, Yanrong, Zhong, Wei |
|---|---|
| Zdroj: | In Journal of Econometrics February 2024 239(2) |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
| Autor: | Fan, Qingliang, Wu, Ruike, Yang, Yanrong, Zhong, Wei |
|---|---|
| Zdroj: | In Journal of Econometrics February 2024 239(2) |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect