Merton’s Portfolio Estimation with CVAR-MGarch: An Application to the Italian Stock Market
Crossref DOI link: https://doi.org/10.1007/s41096-018-0038-z
Published Online: 2018-02-22
Published Print: 2018-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Pierini, Andrea
Text and Data Mining valid from 2018-02-22
Article History
Accepted: 14 February 2018
First Online: 22 February 2018