Journal Articles
Annals of Operations Research
Year : 2018
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https://audencia.hal.science/hal-02880066
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- HAL Id : hal-02880066 , version 1
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Panos Xidonas, Mike Tsionas, Constantin Zopounidis. On mutual funds-of-ETFs asset allocation with rebalancing: sample covariance versus EWMA and GARCH. Annals of Operations Research, 2018. ⟨hal-02880066⟩
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