Financial Markets and Portfolio Management

, Volume 17, Issue 4, pp 450–458

Portfolio selection using the principal components GARCH model

  • Katja Specht
  • Wolfgang Gohout
Article

DOI: 10.1007/s11408-003-0404-y

Cite this article as:
Specht, K. & Gohout, W. Fin Mkts Portfolio Mgmt (2003) 17: 450. doi:10.1007/s11408-003-0404-y

Copyright information

© Swiss Society for Financial Market Research 2003

Authors and Affiliations

  • Katja Specht
    • 1
  • Wolfgang Gohout
    • 2
  1. 1.University of GiessenGiessen
  2. 2.Pforzheim University of Applied SciencesPforzheim

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