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| Title: | Mean-univariate GARCH VaR portfolio optimization : actual portfolio approach | Authors: | Ranković, Vladimir   ; Drenovak, Mikica ; Urošević, Branko ; Jelić, Ranko |
Issue Date: | 2016 | Publication: | Computers and operations research | ISSN: | 0305-0548 Computers and Operations Research Search Idenfier |
Publisher: | New York, NY : Pergamon Press | Type: | Article | Collation: | vol. 72 br. August str. 83-92 | DOI: | 10.1016/j.cor.2016.01.014 | WoS-ID: | 000375502800007 | Scopus-ID: | 2-s2.0-84959514497 | VBS COBISS: | 513565020 | URI: | https://scidar.kg.ac.rs/handle/123456789/11723 https://plus.cobiss.net/cobiss/sr/sr/bib/513565020#izum.si https://enauka.gov.rs/handle/123456789/279346 |
Metadata source: | Migracija | M-category: | 21M21 |
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