Optimal portfolio allocation strategies with dynamic factor models

Citation:

Thomaidis N, Roumpis E, Kondakis N. Optimal portfolio allocation strategies with dynamic factor models. International Journal of Financial Markets and Derivatives. 2010;1(4):352-370.

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Port Management & Shipping Dpt.
School of Economics & Political Sciences
National and Kapodistrian
University of Athens
(+30) 6948 380 139
eroumpis@pms.uoa.gr

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Efthymios Roumpis

Assistant Professor, Ports Management

Optimal portfolio allocation strategies with dynamic factor models

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