On mutual funds-of-ETFs asset allocation with rebalancing: sample covariance versus EWMA and GARCH - Archive ouverte HAL Access content directly
Journal Articles Annals of Operations Research Year : 2018

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

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hal-02880066 , version 1 (24-06-2020)

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  • HAL Id : hal-02880066 , version 1

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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, 2018. ⟨hal-02880066⟩

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