On mutual funds-of-ETFs asset allocation with rebalancing: sample covariance versus EWMA and GARCH
Crossref DOI link: https://doi.org/10.1007/s10479-018-3056-z
Published Online: 2018-09-15
Published Print: 2020-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Xidonas, Panos
Tsionas, Mike
Zopounidis, Constantin
Text and Data Mining valid from 2018-09-15
Article History
First Online: 15 September 2018