文件名称：Multivariate GARCH models BL tracking error portfolios.pdf
文件大小：646KB
文件格式：PDF
更新时间：2023-10-05 02:48:52
GARCH BL
Palomba, G. (2008). Multivariate GARCH models and the Black-Litterman approach for tracking error constrained portfolios: An empirical analysis. Global Business and Economics Review, 10 (4), 379–413