"Mean-Variance Portfolio Allocation Using ARMA-GARCH-Stable and Artificial ..."

Nguyen T. Anh, Mai D. Lam, Bao Quoc Ta (2023)

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DOI: 10.1007/978-3-031-46775-2_16

access: closed

type: Conference or Workshop Paper

metadata version: 2024-02-14

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Nguyen T. Anh, Mai D. Lam, Bao Quoc Ta:
Mean-Variance Portfolio Allocation Using ARMA-GARCH-Stable and Artificial Neural Network Models. IUKM (1) 2023: 177-186

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