Citation:
Thomaidis N, Roumpis E, Karavas V. Quantification on risk and return for portfolio optimization: a comparison of forecasting models. in G.N. Gregoriou and R. Pascalau (eds.), Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models,Palgrave Macmillan. 2011:74-96.