Forecasting the return and risk on a portfolio of assets
Author:
Publisher
Elsevier BV
Subject
Business and International Management
Reference22 articles.
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3. Stock returns and volatility;Baillie;Journal of Financial and Quantitative Analysis,1990
4. A Capital Asset Pricing Model with time-varying covariances;Bollerslev;Journal of Political Economy,1988
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Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. The selection of multinational equity portfolios: forecasting models and estimation risk;The European Journal of Finance;2000-09
2. FORECASTING VOLATILITY FOR PORTFOLIO SELECTION;Journal of Business Finance & Accounting;1996-01
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