Browsing Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 by Subject "budowa portfela"
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(Wydawnictwo Uniwersytetu Łódzkiego, 2004)The purpose of this paper is to present dynamic approach to selection of efficient portfolios using a multivariate GARCH model. The paper examines if taking into consideration time varying variances and covariance's of ...