Open AccessImproved Dynamic Portfolio Selection Model with DCC-GARCH: Evidence from the U.S. Stock Market
Author(s) -
Siyu Wang
Publication year - 2022
Publication title -
bcp business and management
Language(s) - English
Resource type - Journals
ISSN - 2692-6156
DOI - 10.54691/bcpbm.v30i.2418
Subject(s) - portfolio , econometrics , autoregressive conditional heteroskedasticity , portfolio optimization , replicating portfolio , economics , project portfolio management , stock market , post modern portfolio theory , capital market line , stock (firearms) , transaction cost , rate of return on a portfolio , financial economics , volatility (finance) , microeconomics , market depth , engineering , paleontology , mechanical engineering , management , horse , project management , biology
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