Cite
HARVARD Citation
Ishihara, T. et al. (n.d.). Portfolio optimization using dynamic factor and stochastic volatility: evidence on Fat‐tailed errors and leverage. Japanese economic review. pp. 63-94. [Online].
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Ishihara, T. et al. (n.d.). Portfolio optimization using dynamic factor and stochastic volatility: evidence on Fat‐tailed errors and leverage. Japanese economic review. pp. 63-94. [Online].