Long-term asset allocation strategies based on GARCH models — a simulation exercise in R
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11 min readAug 4, 2018
In this article, I would like to share the results of a simulation exercise I did in the area of quantitative finance. The approach I follow is based on financial models (so some quantitative finance knowledge will definitely make it easier to understand), however, this article can be interesting for someone focused on data science, as I…