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  An application of the Black–Litterman model with EGARCH-M-derived views for international portfolio management
 
 
Title: An application of the Black–Litterman model with EGARCH-M-derived views for international portfolio management
Author: Beach, Steven L.
Orlov, Alexei G.
Appeared in: Financial markets and portfolio management
Paging: Volume 21 () nr. 2 pages 147-166
Year: 2007-03-16
Contents:
Publisher: Kluwer Academic Publishers-Plenum Publishers, New York
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

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 Koninklijke Bibliotheek - National Library of the Netherlands