Login / Signup

A New Model of Minimum Variance Hedge Ratio: EGARCH-Copula-EWMA.

Jian-Hui YangYing-Ying Chen
Published in: CIS (2013)
Keyphrases
  • minimum variance
  • probabilistic model
  • portfolio optimization
  • random fields
  • multi objective
  • simulated annealing
  • spectral estimation