Sélection dynamique de portefeuille dans un cadre Moyenne-VaR: une approche GARCH multivariée

Sessi Tokpavi ()
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Sessi Tokpavi: LEO - Laboratoire d'économie d'Orleans [2008-2011] - UO - Université d'Orléans - CNRS - Centre National de la Recherche Scientifique

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Keywords: Sélection; dynamique; portefeuille; Moyenne-VaR; approche; GARCH; multivariée (search for similar items in EconPapers)
Date: 2008
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Published in 2008

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00364845

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