Skip to Main content Skip to Navigation
Journal articles

On mutual funds-of-ETFs asset allocation with rebalancing: sample covariance versus EWMA and GARCH

Document type :
Journal articles
Complete list of metadatas

https://hal-audencia.archives-ouvertes.fr/hal-02880066
Contributor : Myriam Amami <>
Submitted on : Wednesday, June 24, 2020 - 3:38:23 PM
Last modification on : Thursday, June 25, 2020 - 3:04:39 AM

Identifiers

  • HAL Id : hal-02880066, version 1

Collections

Citation

Panos Xidonas, Mike Tsionas, Constantin Zopounidis. On mutual funds-of-ETFs asset allocation with rebalancing: sample covariance versus EWMA and GARCH. Annals of Operations Research, Springer Verlag, 2018. ⟨hal-02880066⟩

Share

Metrics

Record views

15