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Low Volatility Stock Portfolio Through High Dimensional Bayesian Cointegration

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Yang, Parley R, Shestopaloff, Alexander Y
Formato:	Preprint
Publicado:	2024
Materias:	Applications Econometrics Portfolio Management Statistical Finance
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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