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Results tagged with modern-portfolio-theory
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user 24555
A theoretical framework for analyzing investment portfolios based on their expected return and risk.
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Using GO GARCH to optimize a yearly-rebalanced portfolio based on daily data
Is it reliable to optimize portfolio weights on a yearly-rebalanced portfolio based on the Generalized Orthogonal GARCH (GO-Garch) covariance, coskewness, and cokurtosis matrices with the rmgarch R-pa …
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