An application of the Black–Litterman model with EGARCH-M-derived views for international portfolio management

Springer Science and Business Media LLC - Tập 21 Số 2 - Trang 147-166 - 2007
Steven L. Beach1, Alexei G. Orlov2
1Radford University
2Department of Economics, College of Business and Economics, Radford University, Radford, USA

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Tài liệu tham khảo

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