Portfolio Optimization using the GO-GARCH model: Evidence from Ukrainian Stock Exchange
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| Date: | 2016 |
|---|---|
| Main Authors: | , , |
| Format: | Article |
| Language: | English |
| Published: |
2016
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| Series: | Economic annals-XXI |
| Online Access: | http://jnas.nbuv.gov.ua/article/UJRN-0000689697 |
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| Journal Title: | Library portal of National Academy of Sciences of Ukraine | LibNAS |
Institution
Library portal of National Academy of Sciences of Ukraine | LibNAS| _version_ | 1859515772704915456 |
|---|---|
| author | Z. Matsuk F. Deari V. Lakshina |
| author_facet | Z. Matsuk F. Deari V. Lakshina |
| author_sort | Z. Matsuk |
| collection | Open-Science |
| first_indexed | 2025-07-17T22:45:25Z |
| format | Article |
| id | open-sciencenbuvgovua-51569 |
| institution | Library portal of National Academy of Sciences of Ukraine | LibNAS |
| language | English |
| last_indexed | 2025-07-17T22:45:25Z |
| publishDate | 2016 |
| record_format | dspace |
| series | Economic annals-XXI |
| spelling | open-sciencenbuvgovua-515692024-02-29T13:01:51Z Portfolio Optimization using the GO-GARCH model: Evidence from Ukrainian Stock Exchange Z. Matsuk F. Deari V. Lakshina 1728-6220 2016 en Economic annals-XXI http://jnas.nbuv.gov.ua/article/UJRN-0000689697 Article |
| spellingShingle | Economic annals-XXI Z. Matsuk F. Deari V. Lakshina Portfolio Optimization using the GO-GARCH model: Evidence from Ukrainian Stock Exchange |
| title | Portfolio Optimization using the GO-GARCH model: Evidence from Ukrainian Stock Exchange |
| title_full | Portfolio Optimization using the GO-GARCH model: Evidence from Ukrainian Stock Exchange |
| title_fullStr | Portfolio Optimization using the GO-GARCH model: Evidence from Ukrainian Stock Exchange |
| title_full_unstemmed | Portfolio Optimization using the GO-GARCH model: Evidence from Ukrainian Stock Exchange |
| title_short | Portfolio Optimization using the GO-GARCH model: Evidence from Ukrainian Stock Exchange |
| title_sort | portfolio optimization using the go-garch model: evidence from ukrainian stock exchange |
| url | http://jnas.nbuv.gov.ua/article/UJRN-0000689697 |
| work_keys_str_mv | AT zmatsuk portfoliooptimizationusingthegogarchmodelevidencefromukrainianstockexchange AT fdeari portfoliooptimizationusingthegogarchmodelevidencefromukrainianstockexchange AT vlakshina portfoliooptimizationusingthegogarchmodelevidencefromukrainianstockexchange |