Journal of
Economics and International Finance

  • Abbreviation: J. Econ. Int. Finance
  • Language: English
  • ISSN: 2006-9812
  • DOI: 10.5897/JEIF
  • Start Year: 2009
  • Published Articles: 363

Full Length Research Paper

Mean-Gini portfolio selection: Forecasting VaR using GARCH models in Moroccan financial market

Jamal Agouram
  • Jamal Agouram
  • National School of Applied Sciences (ENSA), Agadir S/33, Morocco.
  • Search for this author on:
  • Google Scholar
Ghizlane Lakhnati
  • Ghizlane Lakhnati
  • National School of Applied Sciences (ENSA), Agadir S/33, Morocco.
  • Search for this author on:
  • Google Scholar


  •  Received: 03 December 2014
  •  Accepted: 26 February 2015
  •  Published: 31 March 2015

Authors

Jamal Agouram
National School of Applied Sciences (ENSA), Agadir S/33, Morocco.

Ghizlane Lakhnati
National School of Applied Sciences (ENSA), Agadir S/33, Morocco.

Corresponding Author Email: [email protected]



Copyright © 2024 Author(s) retain the copyright of this article.

This article is published under the terms of the Creative Commons Attribution License 4.0

Back to Vol. 7 No. 3
Back to articles
SUBSCRIBE TO RSS
SUBMIT MANUSCRIPT
CONFERENCES