On mutual funds-of-ETFs asset allocation with rebalancing: sample covariance versus EWMA and GARCH.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/anor/XidonasTZ20
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On mutual funds-of-ETFs asset allocation with rebalancing: sample covariance versus EWMA and GARCH.
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On mutual funds-of-ETFs asset allocation with rebalancing: sample covariance versus EWMA and GARCH.
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