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  Evaluating the Performance of Forecasting Models for Portfolio Allocation Purposes with Generalized GRACH Method

  Writer : Azar، Adel ؛ Hamidian، Mohsen ؛ Saberi، Maryam ؛ Norozi، Mohammad ؛

  Journal:Advances in Mathematical Finance and Applications»Winter 2017, Volume 2 - Issue 1 ISC (‎7 page(s) - From 1 to 7 )

  Keywords:Loss functionsPortfolio allocationEvaluating forecasts

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