Evaluating the Performance of Forecasting Models for Portfolio Allocation Purposes with Generalized GRACH Method
Portfolio theory assumes that investors accept risk. This means thatin the equal rate of return on the two assets, the assets were chosenthat have a lower risk level. Modern portfolio theory is accepted byinvestors who believe that they are not cope with the market. Sothey keep many different types...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Islamic Azad University of Arak
2017-03-01
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| Series: | Advances in Mathematical Finance and Applications |
| Subjects: | |
| Online Access: | http://amfa.iau-arak.ac.ir/article_529057_9d2abe9a9e638a2575215deb01974db0.pdf |